SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.280 | ||||
Diff. absolute / % | -0.01 | -3.57% |
Last Price | 0.280 | Volume | 5,000 | |
Time | 11:33:16 | Date | 09/07/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1317205370 |
Valor | 131720537 |
Symbol | VATKJB |
Strike | 102.50 CHF |
Type | Warrants |
Type | Bull |
Ratio | 25.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 26/01/2024 |
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 | 0.20% |
Leverage | 8.35 |
Delta | 0.53 |
Gamma | 0.05 |
Vega | 0.33 |
Distance to Strike | 0.50 |
Distance to Strike in % | 0.49% |
Average Spread | 3.50% |
Last Best Bid Price | 0.27 CHF |
Last Best Ask Price | 0.28 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 | 126,230 CHF |
Average Sell Value | 43,577 CHF |
Spreads Availability Ratio | 99.27% |
Quote Availability | 99.27% |