SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.220 | ||||
Diff. absolute / % | -0.02 | -8.70% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1303724343 |
Valor | 130372434 |
Symbol | XOYDJB |
Strike | 120.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 30.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 24/11/2023 |
Date of maturity | 21/03/2025 |
Last trading day | 21/03/2025 |
Settlement Type | Cash payout |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Implied volatility | 0.19% |
Leverage | 9.82 |
Delta | 0.53 |
Gamma | 0.02 |
Vega | 0.35 |
Distance to Strike | 2.97 |
Distance to Strike in % | 2.54% |
Average Spread | 4.71% |
Last Best Bid Price | 0.22 CHF |
Last Best Ask Price | 0.23 CHF |
Last Best Bid Volume | 750,000 |
Last Best Ask Volume | 250,000 |
Average Buy Volume | 885,139 |
Average Sell Volume | 295,046 |
Average Buy Value | 183,663 CHF |
Average Sell Value | 64,172 CHF |
Spreads Availability Ratio | 99.30% |
Quote Availability | 99.30% |