SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.530 | ||||
Diff. absolute / % | -0.02 | -3.77% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1249399184 |
Valor | 124939918 |
Symbol | DTZPJB |
Strike | 22.00 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 | 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 |
Intrinsic value | 0.43 |
Time value | 0.08 |
Implied volatility | 0.25% |
Leverage | 11.09 |
Delta | 0.95 |
Gamma | 0.08 |
Vega | 0.01 |
Distance to Strike | -1.71 |
Distance to Strike in % | -7.21% |
Average Spread | 1.88% |
Last Best Bid Price | 0.52 CHF |
Last Best Ask Price | 0.53 CHF |
Last Best Bid Volume | 300,000 |
Last Best Ask Volume | 100,000 |
Average Buy Volume | 300,000 |
Average Sell Volume | 100,000 |
Average Buy Value | 157,735 CHF |
Average Sell Value | 53,578 CHF |
Spreads Availability Ratio | 90.24% |
Quote Availability | 90.24% |