SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 1.880 | ||||
Diff. absolute / % | -0.13 | -6.91% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1276772816 |
Valor | 127677281 |
Symbol | MUYAJB |
Strike | 360.00 EUR |
Type | Warrants |
Type | Bull |
Ratio | 60.00 |
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 | 1.60 |
Time value | 0.16 |
Implied volatility | 0.40% |
Leverage | 4.19 |
Delta | 0.97 |
Gamma | 0.00 |
Vega | 0.16 |
Distance to Strike | -96.00 |
Distance to Strike in % | -21.05% |
Average Spread | 0.53% |
Last Best Bid Price | 1.87 CHF |
Last Best Ask Price | 1.88 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 | 421,384 CHF |
Average Sell Value | 141,211 CHF |
Spreads Availability Ratio | 96.70% |
Quote Availability | 96.70% |