SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 4.490 | ||||
Diff. absolute / % | 0.06 | +1.34% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1249399085 |
Valor | 124939908 |
Symbol | UCYTJB |
Strike | 19.00 EUR |
Type | Warrants |
Type | Bull |
Ratio | 4.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 23/03/2023 |
Date of maturity | 19/09/2024 |
Last trading day | 19/09/2024 |
Settlement Type | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Intrinsic value | 4.54 |
Time value | 0.03 |
Implied volatility | 0.92% |
Leverage | 2.04 |
Delta | 1.00 |
Distance to Strike | -18.14 |
Distance to Strike in % | -48.84% |
Average Spread | 0.22% |
Last Best Bid Price | 4.49 CHF |
Last Best Ask Price | 4.50 CHF |
Last Best Bid Volume | 225,000 |
Last Best Ask Volume | 75,000 |
Average Buy Volume | 225,000 |
Average Sell Volume | 75,000 |
Average Buy Value | 1,001,600 CHF |
Average Sell Value | 334,617 CHF |
Spreads Availability Ratio | 99.47% |
Quote Availability | 99.47% |