SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
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16.07.24
15:05:00 |
![]() |
1.920
|
1.930
|
CHF |
Volume |
450,000
|
150,000
|
Closing prev. day | 2.040 | ||||
Diff. absolute / % | -0.13 | -6.37% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1263884442 |
Valor | 126388444 |
Symbol | MIYCJB |
Strike | 80.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 25.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 06/06/2023 |
Date of maturity | 20/12/2024 |
Last trading day | 20/12/2024 |
Settlement Type | Cash payout |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Leverage | 2.59 |
Delta | 0.96 |
Gamma | 0.00 |
Vega | 0.07 |
Distance to Strike | -50.87 |
Distance to Strike in % | -38.87% |
Average Spread | 0.49% |
Last Best Bid Price | 2.04 CHF |
Last Best Ask Price | 2.05 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 | 915,279 CHF |
Average Sell Value | 306,593 CHF |
Spreads Availability Ratio | 14.83% |
Quote Availability | 99.20% |