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ZKB Put Warrant auf
Merck KGaA

ISIN: CH1338495992 Security: 133849599 Symbol: MRKT0Z Life cycle
Secondary market

Bid Price 0.085

Ask Price 0.095

Currency CHF

Exchange SIX Structured Products

Volume 600'000.00

Volume 300'000.00

Date/time (delayed) 17.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 24.04.2024
Key Information Document DE 24.04.2024
Key Information Document EN 24.04.2024
Key Information Document FR 24.04.2024
Key Information Document IT 24.04.2024

Price data

  Bid Ask
Price 0.085 0.095
Volume 600'000.00 300'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.09
Change -5.26% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 16.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date02.05.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -43.75%
Year to date (YTD) n.a.
1 month n.a.
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.16
Underlying price on issue153.08
Premium0.19%
Premium p.a.0.30%
Leverage6.49
Implied volatility0.32

Reference data

ISIN CH1338495992
Symbol MRKT0Z
Security 133849599
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Merck I, DE0006599905
Underlying ISIN DE0006599905
Strike 140.00
C/P type put
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 50
Value day 24.04.2024

Key figures

Premium 19.00%
Premium p.a. 29.63%
Leverage 36.66
Implied volatility 31.53%
Moneyness out-of-the-money
Leverage 6.4930
Delta -0.1771
Gamma 0.0001
Theta -0.0004
Rho -0.0043
Vega 0.0069
Fair value 0.09
Intrinsic value n.a.
Break-even 135.44
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

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