SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.470 | ||||
Diff. absolute / % | -0.01 | -2.13% |
Last Price | 0.600 | Volume | 8,000 | |
Time | 12:38:04 | Date | 25/06/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1311828391 |
Valor | 131182839 |
Symbol | MRVTJB |
Strike | 120.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 30.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 29/12/2023 |
Date of maturity | 21/03/2025 |
Last trading day | 21/03/2025 |
Settlement Type | Cash payout |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Intrinsic value | 0.29 |
Time value | 0.18 |
Implied volatility | 0.15% |
Leverage | 6.64 |
Delta | 0.73 |
Gamma | 0.01 |
Vega | 0.35 |
Distance to Strike | -8.72 |
Distance to Strike in % | -6.77% |
Average Spread | 2.16% |
Last Best Bid Price | 0.46 CHF |
Last Best Ask Price | 0.47 CHF |
Last Best Bid Volume | 600,000 |
Last Best Ask Volume | 200,000 |
Average Buy Volume | 600,000 |
Average Sell Volume | 200,000 |
Average Buy Value | 275,361 CHF |
Average Sell Value | 93,787 CHF |
Spreads Availability Ratio | 99.70% |
Quote Availability | 99.70% |