SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.350 | ||||
Diff. absolute / % | 0.03 | +8.57% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1286518894 |
Valor | 128651889 |
Symbol | DOZYJB |
Strike | 475.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 150.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 25/09/2023 |
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 | 0.29 |
Time value | 0.09 |
Implied volatility | 0.26% |
Leverage | 6.47 |
Delta | 0.71 |
Gamma | 0.00 |
Vega | 1.14 |
Distance to Strike | -44.00 |
Distance to Strike in % | -8.48% |
Average Spread | 2.86% |
Last Best Bid Price | 0.35 CHF |
Last Best Ask Price | 0.36 CHF |
Last Best Bid Volume | 600,000 |
Last Best Ask Volume | 200,000 |
Average Buy Volume | 600,000 |
Average Sell Volume | 200,000 |
Average Buy Value | 206,901 CHF |
Average Sell Value | 70,967 CHF |
Spreads Availability Ratio | 99.38% |
Quote Availability | 99.38% |