SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.980 | ||||
Diff. absolute / % | 0.06 | +6.59% |
Last Price | 0.980 | Volume | 40,000 | |
Time | 17:03:16 | Date | 05/07/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1242798770 |
Valor | 124279877 |
Symbol | SLZHJB |
Strike | 575.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 100.00 |
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 | 0.87 |
Time value | 0.09 |
Implied volatility | 0.32% |
Leverage | 6.23 |
Delta | 0.90 |
Gamma | 0.00 |
Vega | 0.58 |
Distance to Strike | -87.00 |
Distance to Strike in % | -13.14% |
Average Spread | 1.11% |
Last Best Bid Price | 0.91 CHF |
Last Best Ask Price | 0.92 CHF |
Last Best Bid Volume | 600,000 |
Last Best Ask Volume | 200,000 |
Average Buy Volume | 600,000 |
Average Sell Volume | 200,000 |
Average Buy Value | 538,151 CHF |
Average Sell Value | 181,384 CHF |
Spreads Availability Ratio | 99.18% |
Quote Availability | 99.18% |