SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.600 | ||||
Diff. absolute / % | 0.21 | +35.00% |
Last Price | 0.400 | Volume | 4,000 | |
Time | 09:18:57 | Date | 18/06/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1284780256 |
Valor | 128478025 |
Symbol | CATNJB |
Strike | 320.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 50.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 22/08/2023 |
Date of maturity | 20/09/2024 |
Last trading day | 20/09/2024 |
Settlement Type | Cash payout |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Intrinsic value | 0.66 |
Time value | 0.09 |
Implied volatility | 0.21% |
Leverage | 8.87 |
Delta | 0.94 |
Gamma | 0.00 |
Vega | 0.17 |
Distance to Strike | -33.18 |
Distance to Strike in % | -9.39% |
Average Spread | 1.90% |
Last Best Bid Price | 0.60 CHF |
Last Best Ask Price | 0.61 CHF |
Last Best Bid Volume | 300,000 |
Last Best Ask Volume | 100,000 |
Average Buy Volume | 444,076 |
Average Sell Volume | 148,025 |
Average Buy Value | 232,201 CHF |
Average Sell Value | 78,881 CHF |
Spreads Availability Ratio | 99.18% |
Quote Availability | 99.18% |