SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
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16.07.24
11:44:00 |
![]() |
10.290
|
10.300
|
USD |
Volume |
75,000
|
25,000
|
Closing prev. day | 10.600 | ||||
Diff. absolute / % | -0.30 | -2.83% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1257344312 |
Valor | 125734431 |
Symbol | SPWKJB |
Strike | 4,650.00 Points |
Type | Warrants |
Type | Bull |
Ratio | 100.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | European |
Currency | US Dollar |
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 | 9.81 |
Time value | 0.46 |
Implied volatility | 0.18% |
Leverage | 5.48 |
Delta | 1.00 |
Distance to Strike | -981.22 |
Distance to Strike in % | -17.42% |
Average Spread | 0.10% |
Last Best Bid Price | 10.60 USD |
Last Best Ask Price | 10.61 USD |
Last Best Bid Volume | 75,000 |
Last Best Ask Volume | 25,000 |
Average Buy Volume | 75,000 |
Average Sell Volume | 25,000 |
Average Buy Value | 776,450 USD |
Average Sell Value | 259,067 USD |
Spreads Availability Ratio | 97.92% |
Quote Availability | 97.92% |