SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 4.070 | ||||
Diff. absolute / % | 0.06 | +1.47% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1263885852 |
Valor | 126388585 |
Symbol | UCGSJB |
Strike | 21.00 EUR |
Type | Warrants |
Type | Bull |
Ratio | 4.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 06/06/2023 |
Date of maturity | 19/12/2024 |
Last trading day | 19/12/2024 |
Settlement Type | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Intrinsic value | 4.04 |
Time value | 0.11 |
Implied volatility | 0.66% |
Leverage | 2.24 |
Delta | 1.00 |
Distance to Strike | -16.14 |
Distance to Strike in % | -43.46% |
Average Spread | 0.25% |
Last Best Bid Price | 4.07 CHF |
Last Best Ask Price | 4.08 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 | 906,967 CHF |
Average Sell Value | 303,072 CHF |
Spreads Availability Ratio | 99.72% |
Quote Availability | 99.72% |