SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.090 | ||||
Diff. absolute / % | 0.00 | 0.00% |
Last Price | 0.090 | Volume | 56,000 | |
Time | 10:00:02 | Date | 16/07/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1317202195 |
Valor | 131720219 |
Symbol | MCDJJB |
Strike | 300.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 80.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 19/01/2024 |
Date of maturity | 20/06/2025 |
Last trading day | 20/06/2025 |
Settlement Type | Cash payout |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Implied volatility | 0.19% |
Leverage | 10.61 |
Delta | 0.27 |
Gamma | 0.01 |
Vega | 0.80 |
Distance to Strike | 45.81 |
Distance to Strike in % | 18.02% |
Average Spread | 11.67% |
Last Best Bid Price | 0.08 CHF |
Last Best Ask Price | 0.09 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 | 80,773 CHF |
Average Sell Value | 45,386 CHF |
Spreads Availability Ratio | 96.53% |
Quote Availability | 96.53% |