SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
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16.07.24
15:42:00 |
![]() |
0.150
|
0.160
|
CHF |
Volume |
1.00 m.
|
500,000
|
Closing prev. day | 0.180 | ||||
Diff. absolute / % | -0.03 | -16.67% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1276773723 |
Valor | 127677372 |
Symbol | TSVAJB |
Strike | 350.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 100.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 03/07/2023 |
Date of maturity | 20/12/2024 |
Last trading day | 20/12/2024 |
Settlement Type | Cash payout |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Implied volatility | 0.63% |
Leverage | 4.98 |
Delta | 0.30 |
Gamma | 0.00 |
Vega | 0.57 |
Distance to Strike | 97.33 |
Distance to Strike in % | 38.52% |
Average Spread | 6.06% |
Last Best Bid Price | 0.18 CHF |
Last Best Ask Price | 0.19 CHF |
Last Best Bid Volume | 1,000,000 |
Last Best Ask Volume | 500,000 |
Average Buy Volume | 1,000,000 |
Average Sell Volume | 500,000 |
Average Buy Value | 160,664 CHF |
Average Sell Value | 85,332 CHF |
Spreads Availability Ratio | 98.85% |
Quote Availability | 98.85% |