SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
![]()
16.07.24
16:38:00 |
![]() |
0.200
|
0.210
|
CHF |
Volume |
1.00 m.
|
500,000
|
Closing prev. day | 0.180 | ||||
Diff. absolute / % | 0.02 | +11.11% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1276781080 |
Valor | 127678108 |
Symbol | MRNFJB |
Strike | 150.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 60.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 27/07/2023 |
Date of maturity | 20/12/2024 |
Last trading day | 20/12/2024 |
Settlement Type | Cash payout |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Implied volatility | 0.64% |
Leverage | 3.68 |
Delta | 0.35 |
Gamma | 0.01 |
Vega | 0.29 |
Distance to Strike | 28.53 |
Distance to Strike in % | 23.49% |
Average Spread | 5.34% |
Last Best Bid Price | 0.17 CHF |
Last Best Ask Price | 0.18 CHF |
Last Best Bid Volume | 1,000,000 |
Last Best Ask Volume | 500,000 |
Average Buy Volume | 1,000,000 |
Average Sell Volume | 500,000 |
Average Buy Value | 182,819 CHF |
Average Sell Value | 96,410 CHF |
Spreads Availability Ratio | 97.41% |
Quote Availability | 97.41% |