Mercy is a noun that refers to compassion or forgiveness shown toward someone whom it is within one's power to punish or harm.
Common expressions with mercy:
1. "Have mercy on me" - asking for compassion
2. "At the mercy of" - completely under the control of
3. "Mercy killing" - euthanasia
4. "Mercy rule" - in sports, ending a game early when one team is far ahead