SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.162 | ||||
Diff. absolute / % | 0.00 | 0.00% |
Last Price | 0.437 | Volume | 14,000 | |
Time | 17:10:58 | Date | 03/09/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1345885912 |
Valor | 134588591 |
Symbol | IFCOJB |
Strike | 1,250.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 400.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 22/04/2024 |
Date of maturity | 19/12/2025 |
Last trading day | 19/12/2025 |
Settlement Type | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Implied volatility | 0.36% |
Leverage | 3.38 |
Delta | 0.22 |
Gamma | 0.00 |
Vega | 3.11 |
Distance to Strike | 234.00 |
Distance to Strike in % | 23.03% |
Average Spread | 5.92% |
Last Best Bid Price | 0.16 CHF |
Last Best Ask Price | 0.17 CHF |
Last Best Bid Volume | 300,000 |
Last Best Ask Volume | 100,000 |
Average Buy Volume | 300,000 |
Average Sell Volume | 100,000 |
Average Buy Value | 49,185 CHF |
Average Sell Value | 17,395 CHF |
Spreads Availability Ratio | 99.38% |
Quote Availability | 99.38% |