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ZKB Call Warrant auf
Merck KGaA

ISIN: CH1338495851 Security: 133849585 Symbol: MRKEXZ Life cycle
Secondary market

Bid Price 0.31

Ask Price 0.32

Currency CHF

Exchange SIX Structured Products

Volume 175'000.00

Volume 175'000.00

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 0.31 0.32
Volume 175'000.00 175'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.31
Change +3.33% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 16.05.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date02.05.2024
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue +96.88%
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
Premium0.05%
Premium p.a.0.14%
Leverage7.00
Implied volatility0.27

Reference data

ISIN CH1338495851
Symbol MRKEXZ
Security 133849585
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Merck I, DE0006599905
Underlying ISIN DE0006599905
Strike 160.00
C/P type call
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 5.24%
Premium p.a. 14.38%
Leverage 10.48
Implied volatility 27.11%
Moneyness in-the-money
Leverage 7.0028
Delta 0.6685
Gamma 0.0003
Theta -0.0009
Rho 0.0069
Vega 0.0072
Fair value 0.17
Intrinsic value n.a.
Break-even 175.96
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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