SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.460 | ||||
Diff. absolute / % | 0.00 | 0.00% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1308924948 |
Valor | 130892494 |
Symbol | KOYAJB |
Strike | 62.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 10.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 15/12/2023 |
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 | 0.19 |
Time value | 0.27 |
Implied volatility | 0.11% |
Leverage | 10.71 |
Delta | 0.77 |
Gamma | 0.05 |
Vega | 0.16 |
Distance to Strike | -1.90 |
Distance to Strike in % | -2.97% |
Average Spread | 2.19% |
Last Best Bid Price | 0.45 CHF |
Last Best Ask Price | 0.46 CHF |
Last Best Bid Volume | 450,000 |
Last Best Ask Volume | 150,000 |
Average Buy Volume | 450,000 |
Average Sell Volume | 150,000 |
Average Buy Value | 203,183 CHF |
Average Sell Value | 69,228 CHF |
Spreads Availability Ratio | 99.54% |
Quote Availability | 99.54% |