SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 2.670 | ||||
Diff. absolute / % | 0.04 | +1.50% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1257352562 |
Valor | 125735256 |
Symbol | UCGDJB |
Strike | 21.00 EUR |
Type | Warrants |
Type | Bull |
Ratio | 6.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 13/04/2023 |
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 | 2.69 |
Time value | 0.03 |
Implied volatility | 0.87% |
Leverage | 2.28 |
Delta | 1.00 |
Distance to Strike | -16.14 |
Distance to Strike in % | -43.46% |
Average Spread | 0.38% |
Last Best Bid Price | 2.67 CHF |
Last Best Ask Price | 2.68 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 | 794,207 CHF |
Average Sell Value | 265,736 CHF |
Spreads Availability Ratio | 99.56% |
Quote Availability | 99.56% |