SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.470 | ||||
Diff. absolute / % | 0.04 | +8.51% |
Last Price | 0.390 | Volume | 16,000 | |
Time | 15:36:11 | Date | 03/06/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1276779688 |
Valor | 127677968 |
Symbol | BANVJB |
Strike | 77.50 CHF |
Type | Warrants |
Type | Bull |
Ratio | 25.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 24/07/2023 |
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 | 0.33 |
Time value | 0.19 |
Implied volatility | 0.41% |
Leverage | 4.69 |
Delta | 0.71 |
Gamma | 0.02 |
Vega | 0.19 |
Distance to Strike | -8.20 |
Distance to Strike in % | -9.57% |
Average Spread | 2.14% |
Last Best Bid Price | 0.46 CHF |
Last Best Ask Price | 0.47 CHF |
Last Best Bid Volume | 450,000 |
Last Best Ask Volume | 150,000 |
Average Buy Volume | 450,000 |
Average Sell Volume | 150,000 |
Average Buy Value | 208,820 CHF |
Average Sell Value | 71,107 CHF |
Spreads Availability Ratio | 98.95% |
Quote Availability | 98.95% |