SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.220 | ||||
Diff. absolute / % | 0.00 | 0.00% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1321765179 |
Valor | 132176517 |
Symbol | MRZWJB |
Strike | 130.00 USD |
Type | Warrants |
Type | Bear |
Ratio | 30.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 16/02/2024 |
Date of maturity | 20/12/2024 |
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 | 0.04 |
Time value | 0.17 |
Implied volatility | 0.21% |
Leverage | 9.34 |
Delta | -0.46 |
Gamma | 0.02 |
Vega | 0.33 |
Distance to Strike | -1.28 |
Distance to Strike in % | -0.99% |
Average Spread | 4.56% |
Last Best Bid Price | 0.22 CHF |
Last Best Ask Price | 0.23 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 | 160,847 CHF |
Average Sell Value | 56,116 CHF |
Spreads Availability Ratio | 99.56% |
Quote Availability | 99.56% |