SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
![]()
16.07.24
16:19:00 |
![]() |
0.180
|
0.190
|
CHF |
Volume |
1.00 m.
|
500,000
|
Closing prev. day | 0.200 | ||||
Diff. absolute / % | -0.02 | -10.00% |
Last Price | 0.110 | Volume | 50,000 | |
Time | 14:45:46 | Date | 08/05/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1263884525 |
Valor | 126388452 |
Symbol | INTHJB |
Strike | 40.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 10.00 |
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 |
Delta | 0.30 |
Gamma | 0.05 |
Vega | 0.08 |
Distance to Strike | 5.52 |
Distance to Strike in % | 16.01% |
Average Spread | 4.96% |
Last Best Bid Price | 0.20 CHF |
Last Best Ask Price | 0.21 CHF |
Last Best Bid Volume | 1,000,000 |
Last Best Ask Volume | 400,000 |
Average Buy Volume | 1,000,000 |
Average Sell Volume | 404,109 |
Average Buy Value | 196,780 CHF |
Average Sell Value | 83,526 CHF |
Spreads Availability Ratio | 98.24% |
Quote Availability | 98.24% |