SIX Structured Products | Geld | Brief | Währung | |
---|---|---|---|---|
Kurs
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16.07.24
08:01:00 |
![]() |
0.390
|
0.400
|
CHF |
Volumen |
900'000
|
300'000
|
Closing Vortag | 0.380 | ||||
Diff. Absolut / % | 0.01 | +2.63% |
Letzter Kurs | - | Volumen | - | |
Zeit | - | Datum | - |
Details | Basiswert | Auszahlungsprofil | Risiko Indikator | Informationen & Tools | Ähnliche Produkte |
Name | Call-Warrant |
ISIN | CH1298672804 |
Valor | 129867280 |
Symbol | MRZDJB |
Strike | 100.00 USD |
Produkttyp | Warrants |
Typ | Bull |
Ratio | 60.00 |
SVSP Code | 2100 |
COSI Produkt | Nein |
Ausübungsstil | American |
Währung | Swiss Franc |
Erster Handelstag | 20.10.2023 |
Fälligkeit | 20.09.2024 |
Letzter Handelstag | 20.09.2024 |
Settlement Type | Cash-Zahlung |
IRS 871m | Potentially in scope for combined transactions |
Währungssicherheit | Nein |
Preisstellung | Dirty |
Emittent | Bank Julius Bär |
Innerer Wert | 0.36 |
Zeitwert | 0.03 |
Implizite Volatilität | 0.45% |
Hebel | 4.44 |
Delta | 0.85 |
Gamma | 0.01 |
Vega | 0.12 |
Abstand Strike | -21.47 |
Abstand Strike in % | -17.68% |
Average Spread | 2.53% |
Last Best Bid Price | 0.37 CHF |
Last Best Ask Price | 0.38 CHF |
Last Best Bid Volume | 1'000'000 |
Last Best Ask Volume | 400'000 |
Average Buy Volume | 921'962 |
Average Sell Volume | 321'962 |
Average Buy Value | 360'388 CHF |
Average Sell Value | 128'593 CHF |
Spreads Availability Ratio | 97.38% |
Quote Availability | 97.38% |