SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 1.498 | ||||
Diff. absolute / % | 0.01 | +0.93% |
Last Price | 1.298 | Volume | 1,000 | |
Time | 09:19:10 | Date | 01/07/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1286512954 |
Valor | 128651295 |
Symbol | YPSWJB |
Strike | 310.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 80.00 |
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 | 1.44 |
Time value | 0.06 |
Implied volatility | 0.63% |
Leverage | 3.53 |
Delta | 1.00 |
Gamma | 0.00 |
Vega | 0.00 |
Distance to Strike | -115.50 |
Distance to Strike in % | -27.14% |
Average Spread | 0.99% |
Last Best Bid Price | 1.48 CHF |
Last Best Ask Price | 1.50 CHF |
Last Best Bid Volume | 400,000 |
Last Best Ask Volume | 25,000 |
Average Buy Volume | 400,000 |
Average Sell Volume | 25,000 |
Average Buy Value | 606,093 CHF |
Average Sell Value | 38,256 CHF |
Spreads Availability Ratio | 99.27% |
Quote Availability | 99.27% |