SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.220 | ||||
Diff. absolute / % | -0.01 | -4.55% |
Last Price | 0.180 | Volume | 100,000 | |
Time | 13:09:24 | Date | 10/07/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1286512889 |
Valor | 128651288 |
Symbol | VONJJB |
Strike | 52.50 CHF |
Type | Warrants |
Type | Bull |
Ratio | 20.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 13/09/2023 |
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 | 0.17 |
Time value | 0.05 |
Implied volatility | 0.28% |
Leverage | 12.42 |
Delta | 0.94 |
Gamma | 0.11 |
Vega | 0.03 |
Distance to Strike | -3.30 |
Distance to Strike in % | -5.91% |
Average Spread | 4.61% |
Last Best Bid Price | 0.21 CHF |
Last Best Ask Price | 0.22 CHF |
Last Best Bid Volume | 750,000 |
Last Best Ask Volume | 150,000 |
Average Buy Volume | 750,000 |
Average Sell Volume | 131,357 |
Average Buy Value | 159,209 CHF |
Average Sell Value | 29,240 CHF |
Spreads Availability Ratio | 99.27% |
Quote Availability | 99.27% |