Call-Warrant

Termsheet  
Symbol: MRCPJB
Underlyings: Merck & Co. Inc.
ISIN: CH1492335109
Issuer:
Bank Julius Bär
Trade

Chart

Intraday 1 Week 1 Mth 3 Mths 6 Mths 1 Year
    
    

SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
24.06.26
08:59:04
0.910
0.920
CHF
Volume
450,000
150,000
Trading hours for this product: 8:00 – 21:45

Performance

Closing prev. day 0.900
Diff. absolute / % 0.11 +13.92%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Details Underlying Information & Tools

Core Data

Name Call-Warrant
ISIN CH1492335109
Valor 149233510
Symbol MRCPJB
Strike 105.00 USD
Type Warrants
Type Bull
Ratio 20.00
SVSP Code 2100
Exercise type American
Currency Swiss Franc
First Trading Date 18/11/2025
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

Underlyings

Name Merck & Co. Inc.
ISIN US58933Y1055
Price 104.81 EUR
Date 24/06/26 09:16
Ratio 20.00

Key data

Intrinsic value 0.67
Time value 0.20
Implied volatility 0.19%
Leverage 5.23
Delta 0.77
Gamma 0.01
Vega 0.30
Distance to Strike -13.35
Distance to Strike in % -11.28%

market maker quality Date: 23/06/2026

Average Spread 1.20%
Last Best Bid Price 0.87 CHF
Last Best Ask Price 0.88 CHF
Last Best Bid Volume 450,000
Last Best Ask Volume 150,000
Average Buy Volume 450,000
Average Sell Volume 150,000
Average Buy Value 371,598 CHF
Average Sell Value 125,366 CHF
Spreads Availability Ratio 97.39%
Quote Availability 97.39%

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