SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.550 | ||||
Diff. absolute / % | 0.06 | +12.24% |
Last Price | 0.720 | Volume | 21,500 | |
Time | 11:38:08 | Date | 29/10/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1303724525 |
Valor | 130372452 |
Symbol | MIYIJB |
Strike | 95.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 25.00 |
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 |
Intrinsic value | 0.30 |
Time value | 0.30 |
Implied volatility | 0.45% |
Leverage | 4.69 |
Delta | 0.69 |
Gamma | 0.01 |
Vega | 0.21 |
Distance to Strike | -7.62 |
Distance to Strike in % | -7.43% |
Average Spread | 2.00% |
Last Best Bid Price | 0.49 CHF |
Last Best Ask Price | 0.50 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 | 297,024 CHF |
Average Sell Value | 101,008 CHF |
Spreads Availability Ratio | 98.89% |
Quote Availability | 98.89% |