SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 1.850 | ||||
Diff. absolute / % | 0.00 | 0.00% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1294276170 |
Valor | 129427617 |
Symbol | SDZAJB |
Strike | 25.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 8.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 05/10/2023 |
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 | 0.86% |
Leverage | 2.63 |
Delta | 1.00 |
Distance to Strike | -15.37 |
Distance to Strike in % | -38.07% |
Average Spread | 0.53% |
Last Best Bid Price | 1.85 CHF |
Last Best Ask Price | 1.86 CHF |
Last Best Bid Volume | 225,000 |
Last Best Ask Volume | 50,000 |
Average Buy Volume | 225,000 |
Average Sell Volume | 50,000 |
Average Buy Value | 426,977 CHF |
Average Sell Value | 95,384 CHF |
Spreads Availability Ratio | 99.38% |
Quote Availability | 99.38% |