SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
16.07.24
10:23:00 |
0.030
|
0.040
|
CHF | |
Volume |
900,000
|
300,000
|
Closing prev. day | 0.040 | ||||
Diff. absolute / % | -0.01 | -25.00% |
Last Price | 0.100 | Volume | 10,000 | |
Time | 17:10:20 | Date | 03/05/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1263889102 |
Valor | 126388910 |
Symbol | STZVJB |
Strike | 145.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 25.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 12/06/2023 |
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 |
Implied volatility | 0.42% |
Leverage | 2.34 |
Delta | 0.02 |
Gamma | 0.00 |
Vega | 0.02 |
Distance to Strike | 30.25 |
Distance to Strike in % | 26.36% |
Average Spread | 24.59% |
Last Best Bid Price | 0.04 CHF |
Last Best Ask Price | 0.05 CHF |
Last Best Bid Volume | 900,000 |
Last Best Ask Volume | 300,000 |
Average Buy Volume | 900,000 |
Average Sell Volume | 300,000 |
Average Buy Value | 32,637 CHF |
Average Sell Value | 13,879 CHF |
Spreads Availability Ratio | 99.17% |
Quote Availability | 99.17% |