SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.110 | ||||
Diff. absolute / % | 0.01 | +9.09% |
Last Price | 0.160 | Volume | 20,000 | |
Time | 11:22:11 | Date | 11/07/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1276776163 |
Valor | 127677616 |
Symbol | BARGJB |
Strike | 1,650.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 300.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 17/07/2023 |
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 |
Implied volatility | 0.30% |
Leverage | 16.58 |
Delta | 0.39 |
Gamma | 0.00 |
Vega | 3.53 |
Distance to Strike | 237.00 |
Distance to Strike in % | 16.77% |
Average Spread | 8.49% |
Last Best Bid Price | 0.10 CHF |
Last Best Ask Price | 0.11 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 | 85,207 CHF |
Average Sell Value | 30,902 CHF |
Spreads Availability Ratio | 99.38% |
Quote Availability | 99.38% |