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Put-Warrant
Symbol:
MCDSJB
ISIN:
CH1337637099
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 | 0.250 | ||||
| Diff. absolute / % | -0.01 | -4.00% | |||
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 | CH1337637099 |
| Valor | 133763709 |
| Symbol | MCDSJB |
| Strike | 270.00 USD |
| Type | Warrants |
| Type | Bear |
| Ratio | 80.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 12/04/2024 |
| 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 |
235.875 EUR
|
| Date | 16/07/24 22:30 |
| Ratio | 80.00 |
Key data
| Intrinsic value | 0.20 |
| Time value | 0.04 |
| Implied volatility | 0.20% |
| Leverage | 8.87 |
| Delta | -0.67 |
| Gamma | 0.02 |
| Vega | 0.57 |
| Distance to Strike | -15.81 |
| Distance to Strike in % | -6.22% |
market maker quality Date: 15/07/2024
| Average Spread | 4.06% |
| Last Best Bid Price | 0.24 CHF |
| Last Best Ask Price | 0.25 CHF |
| Last Best Bid Volume | 750,000 |
| Last Best Ask Volume | 250,000 |
| Average Buy Volume | 752,601 |
| Average Sell Volume | 250,867 |
| Average Buy Value | 181,791 CHF |
| Average Sell Value | 63,106 CHF |
| Spreads Availability Ratio | 96.50% |
| Quote Availability | 96.50% |
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