SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 1.190 | ||||
Diff. absolute / % | -0.03 | -2.52% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1294281147 |
Valor | 129428114 |
Symbol | HENPJB |
Strike | 65.00 EUR |
Type | Warrants |
Type | Bull |
Ratio | 15.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 19/10/2023 |
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 | 1.08 |
Time value | 0.06 |
Implied volatility | 0.30% |
Leverage | 4.68 |
Delta | 0.99 |
Gamma | 0.00 |
Vega | 0.01 |
Distance to Strike | -16.18 |
Distance to Strike in % | -19.93% |
Average Spread | 0.83% |
Last Best Bid Price | 1.18 CHF |
Last Best Ask Price | 1.19 CHF |
Last Best Bid Volume | 300,000 |
Last Best Ask Volume | 100,000 |
Average Buy Volume | 300,000 |
Average Sell Volume | 100,000 |
Average Buy Value | 361,728 CHF |
Average Sell Value | 121,576 CHF |
Spreads Availability Ratio | 93.60% |
Quote Availability | 93.60% |