SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 1.113 | ||||
Diff. absolute / % | 0.01 | +0.45% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1308928295 |
Valor | 130892829 |
Symbol | YPSSJB |
Strike | 300.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 125.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 20/12/2023 |
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 | 1.00 |
Time value | 0.11 |
Implied volatility | 0.48% |
Leverage | 2.97 |
Delta | 0.97 |
Gamma | 0.00 |
Vega | 0.20 |
Distance to Strike | -125.50 |
Distance to Strike in % | -29.49% |
Average Spread | 1.15% |
Last Best Bid Price | 1.10 CHF |
Last Best Ask Price | 1.11 CHF |
Last Best Bid Volume | 225,000 |
Last Best Ask Volume | 50,000 |
Average Buy Volume | 225,000 |
Average Sell Volume | 50,000 |
Average Buy Value | 251,962 CHF |
Average Sell Value | 56,642 CHF |
Spreads Availability Ratio | 99.27% |
Quote Availability | 99.27% |