SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 1.160 | ||||
Diff. absolute / % | -0.11 | -9.48% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1303723741 |
Valor | 130372374 |
Symbol | MUVOJB |
Strike | 420.00 EUR |
Type | Warrants |
Type | Bull |
Ratio | 60.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 24/11/2023 |
Date of maturity | 21/03/2025 |
Last trading day | 21/03/2025 |
Settlement Type | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Intrinsic value | 0.60 |
Time value | 0.46 |
Implied volatility | 0.31% |
Leverage | 5.15 |
Delta | 0.72 |
Gamma | 0.00 |
Vega | 1.22 |
Distance to Strike | -36.00 |
Distance to Strike in % | -7.89% |
Average Spread | 0.87% |
Last Best Bid Price | 1.15 CHF |
Last Best Ask Price | 1.16 CHF |
Last Best Bid Volume | 300,000 |
Last Best Ask Volume | 100,000 |
Average Buy Volume | 300,000 |
Average Sell Volume | 100,000 |
Average Buy Value | 342,848 CHF |
Average Sell Value | 115,283 CHF |
Spreads Availability Ratio | 96.83% |
Quote Availability | 96.83% |