SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.489 | ||||
Diff. absolute / % | -0.00 | -0.61% |
Last Price | 0.478 | Volume | 5,980 | |
Time | 17:11:35 | Date | 11/07/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1286516286 |
Valor | 128651628 |
Symbol | VOYFJB |
Strike | 50.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 15.00 |
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 | 0.39 |
Time value | 0.10 |
Implied volatility | 0.31% |
Leverage | 7.65 |
Delta | 1.00 |
Distance to Strike | -5.80 |
Distance to Strike in % | -10.39% |
Average Spread | 2.05% |
Last Best Bid Price | 0.48 CHF |
Last Best Ask Price | 0.49 CHF |
Last Best Bid Volume | 225,000 |
Last Best Ask Volume | 75,000 |
Average Buy Volume | 225,000 |
Average Sell Volume | 75,000 |
Average Buy Value | 108,830 CHF |
Average Sell Value | 37,027 CHF |
Spreads Availability Ratio | 99.27% |
Quote Availability | 99.27% |