SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
![]()
16.07.24
16:01:00 |
![]() |
0.300
|
0.310
|
CHF |
Volume |
600,000
|
200,000
|
Closing prev. day | 0.320 | ||||
Diff. absolute / % | -0.03 | -9.38% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1272328035 |
Valor | 127232803 |
Symbol | CLXDJB |
Strike | 14.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 4.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 20/06/2023 |
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 |
Intrinsic value | 0.08 |
Time value | 0.21 |
Implied volatility | 0.30% |
Leverage | 7.10 |
Delta | 0.58 |
Gamma | 0.23 |
Vega | 0.04 |
Distance to Strike | -0.32 |
Distance to Strike in % | -2.23% |
Average Spread | 3.00% |
Last Best Bid Price | 0.31 CHF |
Last Best Ask Price | 0.32 CHF |
Last Best Bid Volume | 600,000 |
Last Best Ask Volume | 200,000 |
Average Buy Volume | 600,000 |
Average Sell Volume | 200,000 |
Average Buy Value | 197,114 CHF |
Average Sell Value | 67,705 CHF |
Spreads Availability Ratio | 99.17% |
Quote Availability | 99.17% |