SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.011 | ||||
Diff. absolute / % | -0.00 | -8.33% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1298673141 |
Valor | 129867314 |
Symbol | LHAWJB |
Strike | 7.00 EUR |
Type | Warrants |
Type | Bull |
Ratio | 3.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 20/10/2023 |
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 | 0.43% |
Leverage | 81.98 |
Delta | 0.04 |
Gamma | 0.17 |
Vega | 0.00 |
Distance to Strike | 0.96 |
Distance to Strike in % | 15.86% |
Average Spread | 118.20% |
Last Best Bid Price | 0.00 CHF |
Last Best Ask Price | 0.01 CHF |
Last Best Bid Volume | 1,000,000 |
Last Best Ask Volume | 500,000 |
Average Buy Volume | 1,000,000 |
Average Sell Volume | 500,000 |
Average Buy Value | 3,634 CHF |
Average Sell Value | 6,817 CHF |
Spreads Availability Ratio | 96.80% |
Quote Availability | 96.80% |