SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
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16.07.24
14:43:00 |
![]() |
0.960
|
0.970
|
CHF |
Volume |
450,000
|
150,000
|
Closing prev. day | 1.020 | ||||
Diff. absolute / % | -0.06 | -5.88% |
Last Price | 0.620 | Volume | 5,000 | |
Time | 16:08:41 | Date | 25/04/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1276776379 |
Valor | 127677637 |
Symbol | FBJEJB |
Strike | 400.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 100.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 17/07/2023 |
Date of maturity | 20/09/2024 |
Last trading day | 20/09/2024 |
Settlement Type | Cash payout |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Leverage | 5.00 |
Delta | 0.96 |
Gamma | 0.00 |
Vega | 0.19 |
Distance to Strike | -96.30 |
Distance to Strike in % | -19.40% |
Average Spread | 1.04% |
Last Best Bid Price | 1.01 CHF |
Last Best Ask Price | 1.02 CHF |
Last Best Bid Volume | 450,000 |
Last Best Ask Volume | 150,000 |
Average Buy Volume | 450,000 |
Average Sell Volume | 150,000 |
Average Buy Value | 431,543 CHF |
Average Sell Value | 145,348 CHF |
Spreads Availability Ratio | 98.81% |
Quote Availability | 98.81% |