SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.140 | ||||
Diff. absolute / % | 0.02 | +14.29% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1280667192 |
Valor | 128066719 |
Symbol | KHCDJB |
Strike | 34.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 8.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 18/08/2023 |
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 |
Implied volatility | 0.19% |
Leverage | 10.75 |
Delta | 0.42 |
Gamma | 0.17 |
Vega | 0.08 |
Distance to Strike | 1.16 |
Distance to Strike in % | 3.53% |
Average Spread | 7.37% |
Last Best Bid Price | 0.14 CHF |
Last Best Ask Price | 0.15 CHF |
Last Best Bid Volume | 900,000 |
Last Best Ask Volume | 300,000 |
Average Buy Volume | 996,538 |
Average Sell Volume | 396,538 |
Average Buy Value | 130,349 CHF |
Average Sell Value | 55,814 CHF |
Spreads Availability Ratio | 99.54% |
Quote Availability | 99.54% |