SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.142 | ||||
Diff. absolute / % | 0.03 | +20.42% |
Last Price | 0.224 | Volume | 15,432 | |
Time | 14:57:12 | Date | 07/05/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1272326641 |
Valor | 127232664 |
Symbol | BIYTJB |
Strike | 45.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 15.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 12/06/2023 |
Date of maturity | 20/12/2024 |
Last trading day | 20/12/2024 |
Settlement Type | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Implied volatility | 0.34% |
Leverage | 5.27 |
Delta | 0.31 |
Gamma | 0.08 |
Vega | 0.10 |
Distance to Strike | 1.75 |
Distance to Strike in % | 4.05% |
Average Spread | 6.71% |
Last Best Bid Price | 0.14 CHF |
Last Best Ask Price | 0.15 CHF |
Last Best Bid Volume | 750,000 |
Last Best Ask Volume | 250,000 |
Average Buy Volume | 750,000 |
Average Sell Volume | 250,000 |
Average Buy Value | 108,109 CHF |
Average Sell Value | 38,536 CHF |
Spreads Availability Ratio | 99.27% |
Quote Availability | 99.27% |