SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.340 | ||||
Diff. absolute / % | 0.03 | +8.82% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1308922132 |
Valor | 130892213 |
Symbol | FRZJJB |
Strike | 28.00 EUR |
Type | Warrants |
Type | Bull |
Ratio | 10.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 08/12/2023 |
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 |
Intrinsic value | 0.15 |
Time value | 0.22 |
Implied volatility | 0.32% |
Leverage | 5.52 |
Delta | 0.69 |
Gamma | 0.10 |
Vega | 0.08 |
Distance to Strike | -1.50 |
Distance to Strike in % | -5.08% |
Average Spread | 2.81% |
Last Best Bid Price | 0.33 CHF |
Last Best Ask Price | 0.34 CHF |
Last Best Bid Volume | 900,000 |
Last Best Ask Volume | 300,000 |
Average Buy Volume | 900,000 |
Average Sell Volume | 300,000 |
Average Buy Value | 316,325 CHF |
Average Sell Value | 108,442 CHF |
Spreads Availability Ratio | 91.41% |
Quote Availability | 91.41% |