Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1286510180 |
Valor | 128651018 |
Symbol | MBXRJB |
Strike | 60.00 EUR |
Type | Warrants |
Type | Bear |
Ratio | 20.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 04/09/2023 |
Date of maturity | 21/06/2024 |
Last trading day | 21/06/2024 |
Settlement Type | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Implied volatility | 0.39% |
Leverage | 0.20 |
Delta | -0.00 |
Gamma | 0.00 |
Vega | 0.00 |
Distance to Strike | 13.22 |
Distance to Strike in % | 18.06% |
Average Spread | 45.63% |
Last Best Bid Price | 0.02 CHF |
Last Best Ask Price | 0.03 CHF |
Last Best Bid Volume | 1,000,000 |
Last Best Ask Volume | 500,000 |
Average Buy Volume | 1,000,000 |
Average Sell Volume | 500,000 |
Average Buy Value | 17,138 CHF |
Average Sell Value | 13,569 CHF |
Spreads Availability Ratio | 98.94% |
Quote Availability | 98.94% |