SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.480 | ||||
Diff. absolute / % | 0.00 | 0.00% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1332111371 |
Valor | 133211137 |
Symbol | BCHNJB |
Strike | 600.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 200.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 26/03/2024 |
Date of maturity | 20/06/2025 |
Last trading day | 20/06/2025 |
Settlement Type | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Intrinsic value | 0.29 |
Time value | 0.18 |
Implied volatility | 0.33% |
Leverage | 4.98 |
Delta | 0.71 |
Gamma | 0.00 |
Vega | 1.69 |
Distance to Strike | -58.00 |
Distance to Strike in % | -8.81% |
Average Spread | 1.99% |
Last Best Bid Price | 0.51 CHF |
Last Best Ask Price | 0.52 CHF |
Last Best Bid Volume | 750,000 |
Last Best Ask Volume | 150,000 |
Average Buy Volume | 750,000 |
Average Sell Volume | 150,000 |
Average Buy Value | 372,558 CHF |
Average Sell Value | 76,012 CHF |
Spreads Availability Ratio | 99.38% |
Quote Availability | 99.38% |