SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.080 | ||||
Diff. absolute / % | -0.02 | -25.00% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1298679460 |
Valor | 129867946 |
Symbol | SPSDJB |
Strike | 95.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 20.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 01/11/2023 |
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 |
Implied volatility | 0.17% |
Leverage | 10.41 |
Delta | 0.14 |
Gamma | 0.04 |
Vega | 0.13 |
Distance to Strike | 7.00 |
Distance to Strike in % | 7.95% |
Average Spread | 13.21% |
Last Best Bid Price | 0.07 CHF |
Last Best Ask Price | 0.08 CHF |
Last Best Bid Volume | 800,000 |
Last Best Ask Volume | 200,000 |
Average Buy Volume | 800,000 |
Average Sell Volume | 180,920 |
Average Buy Value | 56,643 CHF |
Average Sell Value | 14,594 CHF |
Spreads Availability Ratio | 99.17% |
Quote Availability | 99.17% |