SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.840 | ||||
Diff. absolute / % | -0.02 | -2.38% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1276771982 |
Valor | 127677198 |
Symbol | DTZMJB |
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 | 29/06/2023 |
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 |
Intrinsic value | 0.68 |
Time value | 0.14 |
Implied volatility | 0.28% |
Leverage | 6.92 |
Delta | 0.96 |
Gamma | 0.04 |
Vega | 0.01 |
Distance to Strike | -2.71 |
Distance to Strike in % | -11.43% |
Average Spread | 1.19% |
Last Best Bid Price | 0.83 CHF |
Last Best Ask Price | 0.84 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 | 249,716 CHF |
Average Sell Value | 84,239 CHF |
Spreads Availability Ratio | 90.11% |
Quote Availability | 90.11% |