SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
![]()
16.07.24
15:55:00 |
![]() |
0.850
|
0.860
|
CHF |
Volume |
225,000
|
75,000
|
Closing prev. day | 0.860 | ||||
Diff. absolute / % | 0.00 | 0.00% |
Last Price | 0.900 | Volume | 2,000 | |
Time | 16:03:59 | Date | 11/07/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1272331484 |
Valor | 127233148 |
Symbol | DOCQJB |
Strike | 40.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 15.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 22/06/2023 |
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 | 0.49 |
Time value | 0.35 |
Implied volatility | 0.75% |
Leverage | 2.71 |
Delta | 0.72 |
Gamma | 0.01 |
Vega | 0.10 |
Distance to Strike | -7.52 |
Distance to Strike in % | -15.82% |
Average Spread | 1.17% |
Last Best Bid Price | 0.85 CHF |
Last Best Ask Price | 0.86 CHF |
Last Best Bid Volume | 225,000 |
Last Best Ask Volume | 75,000 |
Average Buy Volume | 224,712 |
Average Sell Volume | 74,904 |
Average Buy Value | 190,451 CHF |
Average Sell Value | 64,233 CHF |
Spreads Availability Ratio | 99.38% |
Quote Availability | 99.38% |