SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
![]()
02.05.25
14:15:00 |
![]() |
1.160
|
1.170
|
CHF |
Volume |
300,000
|
100,000
|
Closing prev. day | 1.240 | ||||
Diff. absolute / % | -0.07 | -5.65% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1350420647 |
Valor | 135042064 |
Symbol | SCYVJB |
Strike | 250.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 40.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 24/05/2024 |
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 |
Implied volatility | 0.20% |
Leverage | 8.29 |
Delta | 0.78 |
Gamma | 0.01 |
Vega | 0.30 |
Distance to Strike | -22.40 |
Distance to Strike in % | -8.22% |
Average Spread | 0.84% |
Last Best Bid Price | 1.24 CHF |
Last Best Ask Price | 1.25 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 | 355,730 CHF |
Average Sell Value | 119,577 CHF |
Spreads Availability Ratio | 99.17% |
Quote Availability | 99.17% |