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 | -8.33% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1276778813 |
Valor | 127677881 |
Symbol | SPSCJB |
Strike | 87.50 CHF |
Type | Warrants |
Type | Bull |
Ratio | 20.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 21/07/2023 |
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 | 0.03 |
Time value | 0.20 |
Implied volatility | 0.20% |
Leverage | 10.58 |
Delta | 0.53 |
Gamma | 0.06 |
Vega | 0.23 |
Distance to Strike | -0.50 |
Distance to Strike in % | -0.57% |
Average Spread | 4.26% |
Last Best Bid Price | 0.23 CHF |
Last Best Ask Price | 0.24 CHF |
Last Best Bid Volume | 225,000 |
Last Best Ask Volume | 75,000 |
Average Buy Volume | 232,011 |
Average Sell Volume | 77,337 |
Average Buy Value | 53,283 CHF |
Average Sell Value | 18,534 CHF |
Spreads Availability Ratio | 99.16% |
Quote Availability | 99.16% |