SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.240 | ||||
Diff. absolute / % | -0.02 | -8.00% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1276776213 |
Valor | 127677621 |
Symbol | XOMJJB |
Strike | 110.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 40.00 |
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 | Cash payout |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Intrinsic value | 0.18 |
Time value | 0.05 |
Implied volatility | 0.16% |
Leverage | 9.65 |
Delta | 0.76 |
Gamma | 0.02 |
Vega | 0.20 |
Distance to Strike | -7.03 |
Distance to Strike in % | -6.01% |
Average Spread | 4.28% |
Last Best Bid Price | 0.25 CHF |
Last Best Ask Price | 0.26 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 | 171,502 CHF |
Average Sell Value | 59,667 CHF |
Spreads Availability Ratio | 99.33% |
Quote Availability | 99.33% |