SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.127 | ||||
Diff. absolute / % | 0.08 | +59.84% |
Last Price | 0.102 | Volume | 50,000 | |
Time | 10:54:26 | Date | 02/07/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1276773624 |
Valor | 127677362 |
Symbol | BSZUJB |
Strike | 40.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 20.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 03/07/2023 |
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 | 0.14 |
Time value | 0.07 |
Implied volatility | 0.38% |
Leverage | 7.85 |
Delta | 0.75 |
Gamma | 0.07 |
Vega | 0.06 |
Distance to Strike | -2.70 |
Distance to Strike in % | -6.32% |
Average Spread | 7.42% |
Last Best Bid Price | 0.12 CHF |
Last Best Ask Price | 0.13 CHF |
Last Best Bid Volume | 300,000 |
Last Best Ask Volume | 150,000 |
Average Buy Volume | 300,000 |
Average Sell Volume | 150,000 |
Average Buy Value | 39,193 CHF |
Average Sell Value | 21,097 CHF |
Spreads Availability Ratio | 99.27% |
Quote Availability | 99.27% |