SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
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16.07.24
14:43:00 |
![]() |
0.600
|
0.610
|
CHF |
Volume |
450,000
|
150,000
|
Closing prev. day | 0.650 | ||||
Diff. absolute / % | -0.05 | -7.69% |
Last Price | 0.490 | Volume | 10,000 | |
Time | 15:37:09 | Date | 07/05/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1280664496 |
Valor | 128066449 |
Symbol | FBZUJB |
Strike | 450.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 100.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 03/08/2023 |
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 |
Intrinsic value | 0.46 |
Time value | 0.13 |
Implied volatility | 0.34% |
Leverage | 6.77 |
Delta | 0.81 |
Gamma | 0.00 |
Vega | 0.58 |
Distance to Strike | -46.30 |
Distance to Strike in % | -9.33% |
Average Spread | 1.67% |
Last Best Bid Price | 0.64 CHF |
Last Best Ask Price | 0.65 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 | 267,181 CHF |
Average Sell Value | 90,560 CHF |
Spreads Availability Ratio | 98.75% |
Quote Availability | 98.75% |