SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.870 | ||||
Diff. absolute / % | -0.06 | -6.90% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1263889250 |
Valor | 126388925 |
Symbol | SOYCJB |
Strike | 235.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 50.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 12/06/2023 |
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 | 0.76 |
Time value | 0.07 |
Implied volatility | 0.39% |
Leverage | 6.58 |
Delta | 1.00 |
Distance to Strike | -38.00 |
Distance to Strike in % | -13.92% |
Average Spread | 1.10% |
Last Best Bid Price | 0.86 CHF |
Last Best Ask Price | 0.87 CHF |
Last Best Bid Volume | 300,000 |
Last Best Ask Volume | 50,000 |
Average Buy Volume | 300,000 |
Average Sell Volume | 50,000 |
Average Buy Value | 272,689 CHF |
Average Sell Value | 45,948 CHF |
Spreads Availability Ratio | 99.17% |
Quote Availability | 99.17% |