SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.290 | ||||
Diff. absolute / % | -0.03 | -10.00% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1303724350 |
Valor | 130372435 |
Symbol | XOYEJB |
Strike | 115.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 30.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 24/11/2023 |
Date of maturity | 21/03/2025 |
Last trading day | 21/03/2025 |
Settlement Type | Cash payout |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Intrinsic value | 0.07 |
Time value | 0.21 |
Implied volatility | 0.18% |
Leverage | 8.83 |
Delta | 0.63 |
Gamma | 0.02 |
Vega | 0.33 |
Distance to Strike | -2.03 |
Distance to Strike in % | -1.73% |
Average Spread | 3.49% |
Last Best Bid Price | 0.30 CHF |
Last Best Ask Price | 0.31 CHF |
Last Best Bid Volume | 750,000 |
Last Best Ask Volume | 250,000 |
Average Buy Volume | 750,000 |
Average Sell Volume | 250,000 |
Average Buy Value | 211,200 CHF |
Average Sell Value | 72,900 CHF |
Spreads Availability Ratio | 99.33% |
Quote Availability | 99.33% |