SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.020 | ||||
Diff. absolute / % | 0.00 | 0.00% |
Last Price | 0.030 | Volume | 5,000 | |
Time | 15:15:54 | Date | 06/09/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1263889151 |
Valor | 126388915 |
Symbol | SRAWJB |
Strike | 32.50 CHF |
Type | Warrants |
Type | Bull |
Ratio | 8.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 12/06/2023 |
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 | 1.17% |
Leverage | 0.01 |
Delta | 0.00 |
Gamma | 0.00 |
Vega | 0.00 |
Distance to Strike | 13.40 |
Distance to Strike in % | 70.16% |
Average Spread | 66.67% |
Last Best Bid Price | 0.01 CHF |
Last Best Ask Price | 0.02 CHF |
Last Best Bid Volume | 750,000 |
Last Best Ask Volume | 250,000 |
Average Buy Volume | 750,000 |
Average Sell Volume | 250,000 |
Average Buy Value | 7,500 CHF |
Average Sell Value | 5,000 CHF |
Spreads Availability Ratio | 99.16% |
Quote Availability | 99.16% |