SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.860 | ||||
Diff. absolute / % | 0.14 | +16.28% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1249399309 |
Valor | 124939930 |
Symbol | CBZDJB |
Strike | 12.00 EUR |
Type | Warrants |
Type | Bull |
Ratio | 3.00 |
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 | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Intrinsic value | 0.90 |
Time value | 0.10 |
Implied volatility | 0.54% |
Leverage | 4.88 |
Delta | 1.00 |
Gamma | 0.00 |
Vega | 0.00 |
Distance to Strike | -2.71 |
Distance to Strike in % | -18.42% |
Average Spread | 1.18% |
Last Best Bid Price | 0.85 CHF |
Last Best Ask Price | 0.86 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 | 378,390 CHF |
Average Sell Value | 127,630 CHF |
Spreads Availability Ratio | 92.98% |
Quote Availability | 92.98% |