SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
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16.07.24
16:12:00 |
![]() |
0.250
|
0.260
|
CHF |
Volume |
1.00 m.
|
500,000
|
Closing prev. day | 0.220 | ||||
Diff. absolute / % | 0.03 | +13.64% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1280665501 |
Valor | 128066550 |
Symbol | MRNXJB |
Strike | 140.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 60.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 08/08/2023 |
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 | 0.65% |
Leverage | 3.58 |
Delta | 0.42 |
Gamma | 0.01 |
Vega | 0.31 |
Distance to Strike | 18.53 |
Distance to Strike in % | 15.25% |
Average Spread | 4.37% |
Last Best Bid Price | 0.21 CHF |
Last Best Ask Price | 0.22 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 | 224,372 CHF |
Average Sell Value | 117,186 CHF |
Spreads Availability Ratio | 97.22% |
Quote Availability | 97.22% |