SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
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16.07.24
13:19:00 |
![]() |
0.650
|
0.660
|
CHF |
Volume |
750,000
|
250,000
|
Closing prev. day | 0.690 | ||||
Diff. absolute / % | -0.02 | -2.90% |
Last Price | 0.570 | Volume | 12,066 | |
Time | 17:13:04 | Date | 21/06/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1242798762 |
Valor | 124279876 |
Symbol | SLZGJB |
Strike | 625.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 100.00 |
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 | 0.48 |
Time value | 0.19 |
Implied volatility | 0.27% |
Leverage | 8.88 |
Delta | 0.88 |
Gamma | 0.01 |
Vega | 0.69 |
Distance to Strike | -47.60 |
Distance to Strike in % | -7.08% |
Average Spread | 1.41% |
Last Best Bid Price | 0.68 CHF |
Last Best Ask Price | 0.69 CHF |
Last Best Bid Volume | 750,000 |
Last Best Ask Volume | 250,000 |
Average Buy Volume | 662,289 |
Average Sell Volume | 220,763 |
Average Buy Value | 466,096 CHF |
Average Sell Value | 157,573 CHF |
Spreads Availability Ratio | 99.27% |
Quote Availability | 99.27% |