SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
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16.07.24
15:16:00 |
![]() |
0.560
|
0.570
|
CHF |
Volume |
750,000
|
250,000
|
Closing prev. day | 0.620 | ||||
Diff. absolute / % | -0.06 | -9.68% |
Last Price | 0.530 | Volume | 8,200 | |
Time | 17:08:52 | Date | 05/07/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1249397386 |
Valor | 124939738 |
Symbol | TSZAJB |
Strike | 200.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 100.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 23/03/2023 |
Date of maturity | 20/09/2024 |
Last trading day | 20/09/2024 |
Settlement Type | Cash payout |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Intrinsic value | 0.53 |
Time value | 0.03 |
Implied volatility | 0.47% |
Leverage | 3.85 |
Delta | 0.85 |
Gamma | 0.00 |
Vega | 0.25 |
Distance to Strike | -52.67 |
Distance to Strike in % | -20.85% |
Average Spread | 1.68% |
Last Best Bid Price | 0.62 CHF |
Last Best Ask Price | 0.63 CHF |
Last Best Bid Volume | 750,000 |
Last Best Ask Volume | 250,000 |
Average Buy Volume | 750,347 |
Average Sell Volume | 250,116 |
Average Buy Value | 443,294 CHF |
Average Sell Value | 150,266 CHF |
Spreads Availability Ratio | 98.22% |
Quote Availability | 98.22% |