| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
19.12.25
21:13:51 |
|
0.300
|
0.310
|
CHF |
| Volume |
450,000
|
150,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.290 | ||||
| Diff. absolute / % | 0.05 | +20.83% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1418933722 |
| Valor | 141893372 |
| Symbol | MRWYJB |
| Strike | 95.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 20.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 10/03/2025 |
| Date of maturity | 16/01/2026 |
| Last trading day | 16/01/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Julius Bär |
| Leverage | 14.76 |
| Delta | 0.82 |
| Gamma | 0.03 |
| Vega | 0.07 |
| Distance to Strike | -6.32 |
| Distance to Strike in % | -6.24% |
| Average Spread | 7.17% |
| Last Best Bid Price | 0.23 CHF |
| Last Best Ask Price | 0.24 CHF |
| Last Best Bid Volume | 450,000 |
| Last Best Ask Volume | 150,000 |
| Average Buy Volume | 331,914 |
| Average Sell Volume | 110,638 |
| Average Buy Value | 69,590 CHF |
| Average Sell Value | 24,697 CHF |
| Spreads Availability Ratio | 5.99% |
| Quote Availability | 104.24% |