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ZKB Put Warrant auf
Merck KGaA

ISIN: CH1338496024 Security: 133849602 Symbol: MRK4JZ Life cycle
Secondary market

Bid Price 0.13

Ask Price 0.14

Currency CHF

Exchange SIX Structured Products

Volume 400'000.00

Volume 400'000.00

Date/time (delayed) 24.05.2024 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 0.13 0.14
Volume 400'000.00 400'000.00
Date/time 24.05.24 17:15 24.05.24 17:15

Current data

Last price paid 0.13
Change -7.14% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 23.05.2024 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 -41.30%
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 price0.23
Underlying price on issue153.08
Premium0.15%
Premium p.a.0.24%
Leverage6.11
Implied volatility0.31

Reference data

ISIN CH1338496024
Symbol MRK4JZ
Security 133849602
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Merck I, DE0006599905
Underlying ISIN DE0006599905
Strike 150.00
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 14.64%
Premium p.a. 23.53%
Leverage 24.66
Implied volatility 30.72%
Moneyness out-of-the-money
Leverage 6.1133
Delta -0.2479
Gamma 0.0002
Theta -0.0005
Rho -0.0060
Vega 0.0083
Fair value 0.14
Intrinsic value n.a.
Break-even 143.20
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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