SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.030 | ||||
Diff. absolute / % | -0.00 | -13.33% |
Last Price | 0.130 | Volume | 2,500 | |
Time | 09:16:53 | Date | 17/04/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1249400313 |
Valor | 124940031 |
Symbol | MCDXJB |
Strike | 280.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 60.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 23/03/2023 |
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 |
Implied volatility | 0.21% |
Leverage | 22.07 |
Delta | 0.13 |
Gamma | 0.01 |
Vega | 0.23 |
Distance to Strike | 25.81 |
Distance to Strike in % | 10.15% |
Average Spread | 30.58% |
Last Best Bid Price | 0.03 CHF |
Last Best Ask Price | 0.04 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 | 28,240 CHF |
Average Sell Value | 19,120 CHF |
Spreads Availability Ratio | 96.50% |
Quote Availability | 96.50% |