SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
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16.07.24
10:48:00 |
![]() |
0.080
|
0.090
|
CHF |
Volume |
900,000
|
300,000
|
Closing prev. day | 0.100 | ||||
Diff. absolute / % | -0.02 | -20.00% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1276778730 |
Valor | 127677873 |
Symbol | STMAJB |
Strike | 147.50 CHF |
Type | Warrants |
Type | Bull |
Ratio | 30.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 21/07/2023 |
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 | 0.38% |
Leverage | 3.49 |
Delta | 0.07 |
Gamma | 0.01 |
Vega | 0.10 |
Distance to Strike | 32.75 |
Distance to Strike in % | 28.54% |
Average Spread | 10.11% |
Last Best Bid Price | 0.09 CHF |
Last Best Ask Price | 0.10 CHF |
Last Best Bid Volume | 900,000 |
Last Best Ask Volume | 300,000 |
Average Buy Volume | 900,000 |
Average Sell Volume | 300,000 |
Average Buy Value | 84,724 CHF |
Average Sell Value | 31,242 CHF |
Spreads Availability Ratio | 99.17% |
Quote Availability | 99.17% |