SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.320 | ||||
Diff. absolute / % | 0.06 | +18.75% |
Last Price | 0.360 | Volume | 10,000 | |
Time | 09:50:53 | Date | 23/05/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1276773343 |
Valor | 127677334 |
Symbol | HEYJJB |
Strike | 120.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 30.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 03/07/2023 |
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 | 0.21 |
Time value | 0.17 |
Implied volatility | 0.29% |
Leverage | 8.03 |
Delta | 0.73 |
Gamma | 0.04 |
Vega | 0.25 |
Distance to Strike | -6.30 |
Distance to Strike in % | -4.99% |
Average Spread | 3.08% |
Last Best Bid Price | 0.31 CHF |
Last Best Ask Price | 0.32 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 | 239,746 CHF |
Average Sell Value | 82,416 CHF |
Spreads Availability Ratio | 99.27% |
Quote Availability | 99.27% |