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Call-Warrant
Symbol:
MRYMJB
ISIN:
CH1298678066
Issuer:
Bank Julius Bär
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
16.07.24
15:59:00 |
|
0.640
|
0.650
|
CHF |
| Volume |
900,000
|
300,000
|
||
Performance
| Closing prev. day | 0.580 | ||||
| Diff. absolute / % | 0.05 | +8.62% | |||
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 | CH1298678066 |
| Valor | 129867806 |
| Symbol | MRYMJB |
| Strike | 90.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 60.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 27/10/2023 |
| 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 |
Underlyings
| Name | Moderna Inc. |
| ISIN | US60770K1079 |
| Price |
115.28 EUR
|
| Date | 16/07/24 16:16 |
| Ratio | 60.00 |
Key data
| Intrinsic value | 0.52 |
| Time value | 0.08 |
| Implied volatility | 0.51% |
| Leverage | 2.95 |
| Delta | 0.87 |
| Gamma | 0.01 |
| Vega | 0.17 |
| Distance to Strike | -31.47 |
| Distance to Strike in % | -25.91% |
market maker quality Date: 15/07/2024
| Average Spread | 1.66% |
| Last Best Bid Price | 0.57 CHF |
| Last Best Ask Price | 0.58 CHF |
| Last Best Bid Volume | 900,000 |
| Last Best Ask Volume | 300,000 |
| Average Buy Volume | 901,007 |
| Average Sell Volume | 301,007 |
| Average Buy Value | 538,315 CHF |
| Average Sell Value | 182,808 CHF |
| Spreads Availability Ratio | 97.27% |
| Quote Availability | 97.27% |
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