SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.480 | ||||
Diff. absolute / % | 0.00 | 0.00% |
Last Price | 0.440 | Volume | 150,000 | |
Time | 09:40:24 | Date | 04/07/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1286516153 |
Valor | 128651615 |
Symbol | AUTXJB |
Strike | 120.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 50.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 20/09/2023 |
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 | 0.34 |
Time value | 0.14 |
Implied volatility | 0.45% |
Leverage | 5.23 |
Delta | 0.92 |
Gamma | 0.02 |
Vega | 0.13 |
Distance to Strike | -17.20 |
Distance to Strike in % | -12.54% |
Average Spread | 2.07% |
Last Best Bid Price | 0.48 CHF |
Last Best Ask Price | 0.49 CHF |
Last Best Bid Volume | 450,000 |
Last Best Ask Volume | 150,000 |
Average Buy Volume | 426,029 |
Average Sell Volume | 142,010 |
Average Buy Value | 203,590 CHF |
Average Sell Value | 69,283 CHF |
Spreads Availability Ratio | 99.38% |
Quote Availability | 99.38% |