SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.123 | ||||
Diff. absolute / % | 0.00 | +0.82% |
Last Price | 0.123 | Volume | 12,000 | |
Time | 09:19:59 | Date | 21/11/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1321767779 |
Valor | 132176777 |
Symbol | EFGWJB |
Strike | 13.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 3.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 22/02/2024 |
Date of maturity | 21/03/2025 |
Last trading day | 21/03/2025 |
Settlement Type | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Implied volatility | 0.32% |
Leverage | 6.85 |
Delta | 0.21 |
Gamma | 0.20 |
Vega | 0.02 |
Distance to Strike | 1.18 |
Distance to Strike in % | 9.98% |
Average Spread | 8.18% |
Last Best Bid Price | 0.10 CHF |
Last Best Ask Price | 0.11 CHF |
Last Best Bid Volume | 450,000 |
Last Best Ask Volume | 150,000 |
Average Buy Volume | 450,000 |
Average Sell Volume | 149,985 |
Average Buy Value | 54,642 CHF |
Average Sell Value | 19,712 CHF |
Spreads Availability Ratio | 98.68% |
Quote Availability | 98.68% |