SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.040 | ||||
Diff. absolute / % | -0.01 | -25.00% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1242069420 |
Valor | 124206942 |
Symbol | MCDGJB |
Strike | 280.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 60.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 06/01/2023 |
Date of maturity | 21/06/2024 |
Last trading day | 21/06/2024 |
Settlement Type | Cash payout |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Implied volatility | 0.14% |
Leverage | 50.56 |
Delta | 0.33 |
Gamma | 0.03 |
Vega | 0.31 |
Distance to Strike | 6.79 |
Distance to Strike in % | 2.49% |
Average Spread | 23.37% |
Last Best Bid Price | 0.04 CHF |
Last Best Ask Price | 0.05 CHF |
Last Best Bid Volume | 1,000,000 |
Last Best Ask Volume | 400,000 |
Average Buy Volume | 999,864 |
Average Sell Volume | 399,864 |
Average Buy Value | 38,195 CHF |
Average Sell Value | 19,273 CHF |
Spreads Availability Ratio | 98.60% |
Quote Availability | 98.60% |