SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.150 | ||||
Diff. absolute / % | 0.01 | +6.67% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1303723238 |
Valor | 130372323 |
Symbol | MCZAJB |
Strike | 280.00 USD |
Type | Warrants |
Type | Bear |
Ratio | 80.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 24/11/2023 |
Date of maturity | 20/09/2024 |
Last trading day | 20/09/2024 |
Settlement Type | Cash payout |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Intrinsic value | 0.08 |
Time value | 0.07 |
Implied volatility | 0.18% |
Leverage | 12.96 |
Delta | -0.57 |
Gamma | 0.02 |
Vega | 0.60 |
Distance to Strike | -6.79 |
Distance to Strike in % | -2.49% |
Average Spread | 6.82% |
Last Best Bid Price | 0.14 CHF |
Last Best Ask Price | 0.15 CHF |
Last Best Bid Volume | 900,000 |
Last Best Ask Volume | 300,000 |
Average Buy Volume | 900,000 |
Average Sell Volume | 300,000 |
Average Buy Value | 127,462 CHF |
Average Sell Value | 45,487 CHF |
Spreads Availability Ratio | 98.66% |
Quote Availability | 98.66% |