SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.090 | ||||
Diff. absolute / % | 0.00 | 0.00% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1263888575 |
Valor | 126388857 |
Symbol | BKYGJB |
Strike | 150.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 30.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 09/06/2023 |
Date of maturity | 20/12/2024 |
Last trading day | 20/12/2024 |
Settlement Type | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Implied volatility | 0.21% |
Leverage | 24.39 |
Delta | 0.49 |
Gamma | 0.05 |
Vega | 0.17 |
Distance to Strike | 0.40 |
Distance to Strike in % | 0.27% |
Average Spread | 12.13% |
Last Best Bid Price | 0.07 CHF |
Last Best Ask Price | 0.08 CHF |
Last Best Bid Volume | 750,000 |
Last Best Ask Volume | 100,000 |
Average Buy Volume | 750,000 |
Average Sell Volume | 100,000 |
Average Buy Value | 59,180 CHF |
Average Sell Value | 8,891 CHF |
Spreads Availability Ratio | 99.17% |
Quote Availability | 99.17% |