Login
Put-Warrant
Symbol:
MCDIJB
ISIN:
CH1317200710
Issuer:
Bank Julius Bär
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
| Please note that data is only available after start of trading. | ||||
Performance
| Closing prev. day | 0.160 | ||||
| Diff. absolute / % | 0.03 | +20.00% | |||
Determined prices
| Last Price | - | Volume | - | |
| Time | - | Date | - |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Put-Warrant |
| ISIN | CH1317200710 |
| Valor | 131720071 |
| Symbol | MCDIJB |
| Strike | 300.00 USD |
| Type | Warrants |
| Type | Bear |
| Ratio | 80.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 15/01/2024 |
| 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 |
Underlyings
| Name | McDonald's Corp. |
| ISIN | US5801351017 |
| Price |
278.875 EUR
|
| Date | 23/11/24 11:58 |
| Ratio | 80.00 |
Key data
| Intrinsic value | 0.14 |
| Time value | 0.01 |
| Implied volatility | 0.21% |
| Leverage | 19.48 |
| Delta | -0.81 |
| Gamma | 0.03 |
| Vega | 0.21 |
| Distance to Strike | -10.86 |
| Distance to Strike in % | -3.76% |
market maker quality Date: 20/11/2024
| Average Spread | 7.20% |
| Last Best Bid Price | 0.15 CHF |
| Last Best Ask Price | 0.16 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 | 80,646 CHF |
| Average Sell Value | 28,882 CHF |
| Spreads Availability Ratio | 99.38% |
| Quote Availability | 99.38% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)