SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.070 | ||||
Diff. absolute / % | -0.03 | -42.86% |
Last Price | 0.250 | Volume | 22,000 | |
Time | 13:57:12 | Date | 08/05/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1249395901 |
Valor | 124939590 |
Symbol | TOTJJB |
Strike | 67.00 EUR |
Type | Warrants |
Type | Bull |
Ratio | 15.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 22/03/2023 |
Date of maturity | 20/09/2024 |
Last trading day | 20/09/2024 |
Settlement Type | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Implied volatility | 0.20% |
Leverage | 21.48 |
Delta | 0.25 |
Gamma | 0.07 |
Vega | 0.09 |
Distance to Strike | 3.72 |
Distance to Strike in % | 5.88% |
Average Spread | 14.91% |
Last Best Bid Price | 0.06 CHF |
Last Best Ask Price | 0.07 CHF |
Last Best Bid Volume | 1,000,000 |
Last Best Ask Volume | 400,000 |
Average Buy Volume | 1,000,000 |
Average Sell Volume | 413,537 |
Average Buy Value | 62,318 CHF |
Average Sell Value | 29,875 CHF |
Spreads Availability Ratio | 99.42% |
Quote Availability | 99.42% |