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 | 0.080 | Volume | 50,000 | |
Time | 09:16:36 | Date | 30/10/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1276777807 |
Valor | 127677780 |
Symbol | EMMAJB |
Strike | 850.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 250.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 20/07/2023 |
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 | 0.26% |
Leverage | 22.93 |
Delta | 0.07 |
Gamma | 0.00 |
Vega | 0.30 |
Distance to Strike | 58.00 |
Distance to Strike in % | 7.32% |
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 | 99.37% |
Quote Availability | 99.37% |