SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.230 | ||||
Diff. absolute / % | -0.03 | -13.04% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1303725068 |
Valor | 130372506 |
Symbol | IFYFJB |
Strike | 40.00 EUR |
Type | Warrants |
Type | Bull |
Ratio | 12.00 |
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 | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Implied volatility | 0.34% |
Leverage | 4.98 |
Delta | 0.34 |
Gamma | 0.05 |
Vega | 0.11 |
Distance to Strike | 4.60 |
Distance to Strike in % | 12.98% |
Average Spread | 4.36% |
Last Best Bid Price | 0.22 CHF |
Last Best Ask Price | 0.23 CHF |
Last Best Bid Volume | 1,000,000 |
Last Best Ask Volume | 400,000 |
Average Buy Volume | 1,000,000 |
Average Sell Volume | 407,227 |
Average Buy Value | 224,599 CHF |
Average Sell Value | 95,430 CHF |
Spreads Availability Ratio | 99.16% |
Quote Availability | 99.16% |