SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.380 | ||||
Diff. absolute / % | -0.08 | -17.78% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1354913522 |
Valor | 135491352 |
Symbol | SMMMJB |
Strike | 2,600.00 Points |
Type | Warrants |
Type | Bull |
Ratio | 250.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | European |
Currency | Swiss Franc |
First Trading Date | 27/06/2024 |
Date of maturity | 20/06/2025 |
Last trading day | 20/06/2025 |
Settlement Type | Cash payout |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Implied volatility | 0.14% |
Leverage | 13.05 |
Delta | 0.47 |
Gamma | 0.00 |
Vega | 7.24 |
Distance to Strike | 22.17 |
Distance to Strike in % | 0.86% |
Average Spread | 2.62% |
Last Best Bid Price | 0.36 CHF |
Last Best Ask Price | 0.37 CHF |
Last Best Bid Volume | 450,000 |
Last Best Ask Volume | 150,000 |
Average Buy Volume | 450,000 |
Average Sell Volume | 150,000 |
Average Buy Value | 169,399 CHF |
Average Sell Value | 57,967 CHF |
Spreads Availability Ratio | 99.17% |
Quote Availability | 99.17% |