SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
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16.07.24
14:31:00 |
![]() |
0.230
|
0.240
|
CHF |
Volume |
600,000
|
200,000
|
Closing prev. day | 0.240 | ||||
Diff. absolute / % | -0.01 | -4.17% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1298676250 |
Valor | 129867625 |
Symbol | JNZEJB |
Strike | 150.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 30.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 25/10/2023 |
Date of maturity | 20/12/2024 |
Last trading day | 20/12/2024 |
Settlement Type | Cash payout |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Implied volatility | 0.16% |
Leverage | 12.84 |
Delta | 0.59 |
Gamma | 0.03 |
Vega | 0.38 |
Distance to Strike | 0.75 |
Distance to Strike in % | 0.50% |
Average Spread | 4.00% |
Last Best Bid Price | 0.23 CHF |
Last Best Ask Price | 0.24 CHF |
Last Best Bid Volume | 600,000 |
Last Best Ask Volume | 200,000 |
Average Buy Volume | 600,000 |
Average Sell Volume | 200,000 |
Average Buy Value | 147,197 CHF |
Average Sell Value | 51,066 CHF |
Spreads Availability Ratio | 94.78% |
Quote Availability | 94.78% |