SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.220 | ||||
Diff. absolute / % | -0.01 | -4.55% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1321765153 |
Valor | 132176515 |
Symbol | MRKLJB |
Strike | 140.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 30.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 16/02/2024 |
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 | 0.18% |
Leverage | 9.43 |
Delta | 0.48 |
Gamma | 0.01 |
Vega | 0.49 |
Distance to Strike | 11.28 |
Distance to Strike in % | 8.76% |
Average Spread | 4.65% |
Last Best Bid Price | 0.21 CHF |
Last Best Ask Price | 0.22 CHF |
Last Best Bid Volume | 900,000 |
Last Best Ask Volume | 300,000 |
Average Buy Volume | 900,000 |
Average Sell Volume | 300,000 |
Average Buy Value | 189,251 CHF |
Average Sell Value | 66,084 CHF |
Spreads Availability Ratio | 99.56% |
Quote Availability | 99.56% |