SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.351 | ||||
Diff. absolute / % | 0.02 | +5.41% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1294271478 |
Valor | 129427147 |
Symbol | TEZKJB |
Strike | 300.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 100.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 27/09/2023 |
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 | 0.24 |
Time value | 0.12 |
Implied volatility | 0.44% |
Leverage | 6.98 |
Delta | 0.79 |
Gamma | 0.01 |
Vega | 0.40 |
Distance to Strike | -24.40 |
Distance to Strike in % | -7.52% |
Average Spread | 2.72% |
Last Best Bid Price | 0.35 CHF |
Last Best Ask Price | 0.36 CHF |
Last Best Bid Volume | 450,000 |
Last Best Ask Volume | 150,000 |
Average Buy Volume | 450,000 |
Average Sell Volume | 150,000 |
Average Buy Value | 163,204 CHF |
Average Sell Value | 55,901 CHF |
Spreads Availability Ratio | 99.27% |
Quote Availability | 99.27% |