SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
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16.07.24
16:02:00 |
![]() |
0.440
|
0.450
|
CHF |
Volume |
1.00 m.
|
400,000
|
Closing prev. day | 0.400 | ||||
Diff. absolute / % | 0.04 | +10.00% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1298672796 |
Valor | 129867279 |
Symbol | MRNZJB |
Strike | 110.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 60.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 20/10/2023 |
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 |
Intrinsic value | 0.19 |
Time value | 0.22 |
Implied volatility | 0.58% |
Leverage | 3.48 |
Delta | 0.70 |
Gamma | 0.01 |
Vega | 0.28 |
Distance to Strike | -11.47 |
Distance to Strike in % | -9.44% |
Average Spread | 2.41% |
Last Best Bid Price | 0.39 CHF |
Last Best Ask Price | 0.40 CHF |
Last Best Bid Volume | 1,000,000 |
Last Best Ask Volume | 400,000 |
Average Buy Volume | 1,000,000 |
Average Sell Volume | 400,000 |
Average Buy Value | 411,320 CHF |
Average Sell Value | 168,528 CHF |
Spreads Availability Ratio | 97.30% |
Quote Availability | 97.30% |