SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.680 | ||||
Diff. absolute / % | -0.08 | -11.76% |
Last Price | 0.540 | Volume | 7,000 | |
Time | 10:10:30 | Date | 04/07/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1242798747 |
Valor | 124279874 |
Symbol | SRZVJB |
Strike | 105.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 15.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 02/03/2023 |
Date of maturity | 20/12/2024 |
Last trading day | 20/12/2024 |
Settlement Type | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Intrinsic value | 0.29 |
Time value | 0.30 |
Implied volatility | 0.27% |
Leverage | 7.58 |
Delta | 0.61 |
Gamma | 0.03 |
Vega | 0.26 |
Distance to Strike | -3.95 |
Distance to Strike in % | -3.63% |
Average Spread | 1.43% |
Last Best Bid Price | 0.68 CHF |
Last Best Ask Price | 0.69 CHF |
Last Best Bid Volume | 1,000,000 |
Last Best Ask Volume | 400,000 |
Average Buy Volume | 1,000,000 |
Average Sell Volume | 400,000 |
Average Buy Value | 696,014 CHF |
Average Sell Value | 282,406 CHF |
Spreads Availability Ratio | 99.27% |
Quote Availability | 99.27% |