SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 1.050 | ||||
Diff. absolute / % | -0.05 | -4.76% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1286519165 |
Valor | 128651916 |
Symbol | LAVXJB |
Strike | 62.50 CHF |
Type | Warrants |
Type | Bull |
Ratio | 20.00 |
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 | 0.93 |
Time value | 0.08 |
Implied volatility | 0.46% |
Leverage | 3.59 |
Delta | 0.89 |
Gamma | 0.01 |
Vega | 0.09 |
Distance to Strike | -18.50 |
Distance to Strike in % | -22.84% |
Average Spread | 0.94% |
Last Best Bid Price | 1.04 CHF |
Last Best Ask Price | 1.05 CHF |
Last Best Bid Volume | 225,000 |
Last Best Ask Volume | 50,000 |
Average Buy Volume | 225,000 |
Average Sell Volume | 50,000 |
Average Buy Value | 238,938 CHF |
Average Sell Value | 53,597 CHF |
Spreads Availability Ratio | 99.16% |
Quote Availability | 99.16% |