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Call-Warrant
Symbol:
MRZDJB
ISIN:
CH1298672804
Issuer:
Bank Julius Bär
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
16.07.24
16:05:00 |
|
0.430
|
0.440
|
CHF |
| Volume |
900,000
|
300,000
|
||
Performance
| Closing prev. day | 0.380 | ||||
| Diff. absolute / % | 0.04 | +10.53% | |||
Determined prices
| Last Price | - | Volume | - | |
| Time | - | Date | - |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call-Warrant |
| ISIN | CH1298672804 |
| Valor | 129867280 |
| Symbol | MRZDJB |
| Strike | 100.00 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 | 20/09/2024 |
| Last trading day | 20/09/2024 |
| Settlement Type | Cash payout |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Julius Bär |
Underlyings
| Name | Moderna Inc. |
| ISIN | US60770K1079 |
| Price |
115.75 EUR
|
| Date | 16/07/24 16:21 |
| Ratio | 60.00 |
Key data
| Intrinsic value | 0.36 |
| Time value | 0.04 |
| Implied volatility | 0.51% |
| Leverage | 4.33 |
| Delta | 0.85 |
| Gamma | 0.01 |
| Vega | 0.12 |
| Distance to Strike | -21.47 |
| Distance to Strike in % | -17.68% |
market maker quality Date: 15/07/2024
| 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% |
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