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ZKB Put Warrant auf
Merck KGaA

ISIN: CH1338495968 Security: 133849596 Symbol: MRKB1Z Life cycle
Secondary market

Bid Price 0.08

Ask Price 0.09

Currency CHF

Exchange SIX Structured Products

Volume 625'000.00

Volume 325'000.00

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 0.08 0.09
Volume 625'000.00 325'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.085
Change -10.53% [ -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 -55.26%
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 price0.19
Underlying price on issue153.08
Premium0.13%
Premium p.a.0.35%
Leverage8.67
Implied volatility0.30

Reference data

ISIN CH1338495968
Symbol MRKB1Z
Security 133849596
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
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 12.86%
Premium p.a. 35.30%
Leverage 38.82
Implied volatility 30.28%
Moneyness out-of-the-money
Leverage 8.6669
Delta -0.2233
Gamma 0.0002
Theta -0.0006
Rho -0.0030
Vega 0.0059
Fair value 0.09
Intrinsic value n.a.
Break-even 145.69
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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