SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.520 | ||||
Diff. absolute / % | -0.04 | -7.27% |
Last Price | 0.410 | Volume | 3,000 | |
Time | 16:46:00 | Date | 16/04/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1242783087 |
Valor | 124278308 |
Symbol | MRYJJB |
Strike | 120.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 20.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 18/01/2023 |
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 |
Leverage | 12.51 |
Delta | 0.99 |
Gamma | 0.00 |
Vega | 0.01 |
Distance to Strike | -10.97 |
Distance to Strike in % | -8.38% |
Average Spread | 1.93% |
Last Best Bid Price | 0.55 CHF |
Last Best Ask Price | 0.53 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 | 153,637 CHF |
Average Sell Value | 52,212 CHF |
Spreads Availability Ratio | 46.24% |
Quote Availability | 96.09% |