SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
![]()
16.07.24
15:16:00 |
![]() |
0.450
|
0.460
|
CHF |
Volume |
450,000
|
75,000
|
Closing prev. day | 0.480 | ||||
Diff. absolute / % | -0.03 | -6.25% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1276779530 |
Valor | 127677953 |
Symbol | BOSYJB |
Strike | 215.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 50.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 24/07/2023 |
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 |
Delta | 0.63 |
Gamma | 0.02 |
Vega | 0.54 |
Distance to Strike | -7.50 |
Distance to Strike in % | -3.37% |
Average Spread | 2.09% |
Last Best Bid Price | 0.47 CHF |
Last Best Ask Price | 0.48 CHF |
Last Best Bid Volume | 450,000 |
Last Best Ask Volume | 75,000 |
Average Buy Volume | 450,000 |
Average Sell Volume | 75,000 |
Average Buy Value | 213,183 CHF |
Average Sell Value | 36,281 CHF |
Spreads Availability Ratio | 99.17% |
Quote Availability | 99.17% |