SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.130 | ||||
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 | CH1345894062 |
Valor | 134589406 |
Symbol | EMZUJB |
Strike | 746.4915 CHF |
Type | Warrants |
Type | Bull |
Ratio | 149.30 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 03/05/2024 |
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 | 0.24% |
Leverage | 5.61 |
Delta | 0.18 |
Gamma | 0.00 |
Vega | 1.73 |
Distance to Strike | 106.99 |
Distance to Strike in % | 16.73% |
Average Spread | 8.04% |
Last Best Bid Price | 0.12 CHF |
Last Best Ask Price | 0.13 CHF |
Last Best Bid Volume | 750,000 |
Last Best Ask Volume | 250,000 |
Average Buy Volume | 750,000 |
Average Sell Volume | 250,000 |
Average Buy Value | 89,605 CHF |
Average Sell Value | 32,368 CHF |
Spreads Availability Ratio | 99.17% |
Quote Availability | 99.17% |