SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
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16.07.24
13:15:00 |
![]() |
0.520
|
0.530
|
CHF |
Volume |
1.00 m.
|
400,000
|
Closing prev. day | 0.610 | ||||
Diff. absolute / % | -0.09 | -14.75% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1242798713 |
Valor | 124279871 |
Symbol | ZURUJB |
Strike | 450.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 70.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 02/03/2023 |
Date of maturity | 20/12/2024 |
Last trading day | 20/12/2024 |
Settlement Type | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Intrinsic value | 0.36 |
Time value | 0.19 |
Implied volatility | 0.24% |
Leverage | 10.44 |
Delta | 0.85 |
Gamma | 0.02 |
Vega | 0.59 |
Distance to Strike | -25.40 |
Distance to Strike in % | -5.34% |
Average Spread | 1.56% |
Last Best Bid Price | 0.60 CHF |
Last Best Ask Price | 0.61 CHF |
Last Best Bid Volume | 1,000,000 |
Last Best Ask Volume | 400,000 |
Average Buy Volume | 1,000,000 |
Average Sell Volume | 400,000 |
Average Buy Value | 637,822 CHF |
Average Sell Value | 259,129 CHF |
Spreads Availability Ratio | 99.27% |
Quote Availability | 99.27% |