SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.330 | ||||
Diff. absolute / % | -0.01 | -3.03% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1327240250 |
Valor | 132724025 |
Symbol | MCDOJB |
Strike | 280.00 USD |
Type | Warrants |
Type | Bear |
Ratio | 80.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 15/03/2024 |
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 |
Intrinsic value | 0.32 |
Time value | 0.01 |
Implied volatility | 0.19% |
Leverage | 7.93 |
Delta | -0.82 |
Gamma | 0.02 |
Vega | 0.38 |
Distance to Strike | -25.81 |
Distance to Strike in % | -10.15% |
Average Spread | 3.06% |
Last Best Bid Price | 0.32 CHF |
Last Best Ask Price | 0.33 CHF |
Last Best Bid Volume | 750,000 |
Last Best Ask Volume | 250,000 |
Average Buy Volume | 750,000 |
Average Sell Volume | 250,000 |
Average Buy Value | 241,211 CHF |
Average Sell Value | 82,904 CHF |
Spreads Availability Ratio | 96.52% |
Quote Availability | 96.52% |