SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.190 | ||||
Diff. absolute / % | -0.02 | -10.53% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1303725118 |
Valor | 130372511 |
Symbol | EOAUJB |
Strike | 13.50 EUR |
Type | Warrants |
Type | Bull |
Ratio | 3.00 |
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 | 0.25% |
Leverage | 4.94 |
Delta | 0.20 |
Gamma | 0.20 |
Vega | 0.03 |
Distance to Strike | 1.21 |
Distance to Strike in % | 9.85% |
Average Spread | 5.53% |
Last Best Bid Price | 0.18 CHF |
Last Best Ask Price | 0.19 CHF |
Last Best Bid Volume | 1,000,000 |
Last Best Ask Volume | 400,000 |
Average Buy Volume | 984,420 |
Average Sell Volume | 384,420 |
Average Buy Value | 173,256 CHF |
Average Sell Value | 71,428 CHF |
Spreads Availability Ratio | 93.60% |
Quote Availability | 93.60% |