SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.310 | ||||
Diff. absolute / % | 0.05 | +16.13% |
Last Price | 0.470 | Volume | 5,000 | |
Time | 13:25:49 | Date | 05/07/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1276779704 |
Valor | 127677970 |
Symbol | BAZKJB |
Strike | 80.00 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 | 20/09/2024 |
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 | 0.23 |
Time value | 0.14 |
Implied volatility | 0.45% |
Leverage | 6.59 |
Delta | 0.71 |
Gamma | 0.03 |
Vega | 0.12 |
Distance to Strike | -5.70 |
Distance to Strike in % | -6.65% |
Average Spread | 3.29% |
Last Best Bid Price | 0.30 CHF |
Last Best Ask Price | 0.31 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 | 135,660 CHF |
Average Sell Value | 46,720 CHF |
Spreads Availability Ratio | 98.95% |
Quote Availability | 98.95% |