| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.08.26
12:32:29 |
|
0.039
|
0.044
|
CHF |
| Volume |
1.00 m.
|
500,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.036 | ||||
| Diff. absolute / % | 0.00 | +5.56% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1479844800 |
| Valor | 147984480 |
| Symbol | MCDPJB |
| Strike | 340.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 80.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 18/09/2025 |
| Date of maturity | 19/03/2027 |
| Last trading day | 19/03/2027 |
| Settlement Type | Cash payout |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Julius Bär |
| Implied volatility | 0.24% |
| Leverage | 5.61 |
| Delta | 0.06 |
| Gamma | 0.00 |
| Vega | 0.25 |
| Distance to Strike | 69.06 |
| Distance to Strike in % | 25.49% |
| Average Spread | 13.86% |
| Last Best Bid Price | 0.04 CHF |
| Last Best Ask Price | 0.04 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 | 33,595 CHF |
| Average Sell Value | 19,297 CHF |
| Spreads Availability Ratio | 97.43% |
| Quote Availability | 97.43% |