Put-Warrant

Symbol: MRKY3Z
Underlyings: Merck & Co. Inc.
ISIN: CH1507465354
Issuer:
Zürcher Kantonalbank
Trade

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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
24.08.26
14:13:09
0.065
0.075
CHF
Volume
388,000
200,000
Trading hours for this product: 8:00 – 21:45

Performance

Closing prev. day 0.080
Diff. absolute / % -0.02 -18.75%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Put-Warrant
ISIN CH1507465354
Valor 150746535
Symbol MRKY3Z
Strike 100.00 USD
Type Warrants
Type Bear
Ratio 10.00
SVSP Code 2100
Exercise type American
Currency Swiss Franc
First Trading Date 16/12/2025
Date of maturity 25/01/2027
Last trading day 15/01/2027
Settlement Type Cash payout
IRS 871m Potentially in scope for combined transactions
Currency safeguarded No
Pricing Dirty
Issuer Zürcher Kantonalbank

Underlyings

Name Merck & Co. Inc.
ISIN US58933Y1055
Price 95.3000 CHF
Date 27/05/26 11:17
Ratio 10.00

Key data

Implied volatility 0.43%
Leverage 9.94
Delta -0.04
Gamma 0.00
Vega 0.09
Distance to Strike 52.54
Distance to Strike in % 34.44%

market maker quality Date: 21/08/2026

Average Spread 13.00%
Last Best Bid Price 0.07 CHF
Last Best Ask Price 0.08 CHF
Last Best Bid Volume 775,000
Last Best Ask Volume 400,000
Average Buy Volume 417,678
Average Sell Volume 215,919
Average Buy Value 29,423 CHF
Average Sell Value 17,372 CHF
Spreads Availability Ratio 98.67%
Quote Availability 98.67%

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