SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.170 | ||||
Diff. absolute / % | -0.01 | -5.56% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1346742591 |
Valor | 134674259 |
Symbol | BOSWJB |
Strike | 220.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 70.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 23/05/2024 |
Date of maturity | 19/09/2025 |
Last trading day | 19/09/2025 |
Settlement Type | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Implied volatility | 0.29% |
Leverage | 4.74 |
Delta | 0.30 |
Gamma | 0.01 |
Vega | 0.63 |
Distance to Strike | 18.50 |
Distance to Strike in % | 9.18% |
Average Spread | 5.37% |
Last Best Bid Price | 0.17 CHF |
Last Best Ask Price | 0.18 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 | 136,253 CHF |
Average Sell Value | 47,918 CHF |
Spreads Availability Ratio | 99.17% |
Quote Availability | 99.17% |