SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.430 | ||||
Diff. absolute / % | -0.04 | -8.70% |
Last Price | 0.780 | Volume | 1,290 | |
Time | 09:42:12 | Date | 15/05/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1280667820 |
Valor | 128066782 |
Symbol | UBXLJB |
Strike | 75.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 30.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 21/08/2023 |
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 | 0.19 |
Time value | 0.22 |
Implied volatility | 0.50% |
Leverage | 4.47 |
Delta | 0.68 |
Gamma | 0.03 |
Vega | 0.18 |
Distance to Strike | -5.60 |
Distance to Strike in % | -6.95% |
Average Spread | 2.29% |
Last Best Bid Price | 0.45 CHF |
Last Best Ask Price | 0.46 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 | 195,066 CHF |
Average Sell Value | 66,522 CHF |
Spreads Availability Ratio | 97.93% |
Quote Availability | 97.93% |