SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.270 | ||||
Diff. absolute / % | 0.03 | +11.11% |
Last Price | 0.310 | Volume | 35,000 | |
Time | 13:08:59 | Date | 12/07/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1280665519 |
Valor | 128066551 |
Symbol | MRZFJB |
Strike | 130.00 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 | 0.58% |
Leverage | 3.88 |
Delta | 0.56 |
Gamma | 0.01 |
Vega | 0.33 |
Distance to Strike | 4.22 |
Distance to Strike in % | 3.36% |
Average Spread | 3.59% |
Last Best Bid Price | 0.26 CHF |
Last Best Ask Price | 0.27 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 | 273,898 CHF |
Average Sell Value | 141,949 CHF |
Spreads Availability Ratio | 97.28% |
Quote Availability | 97.28% |