SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.555 | ||||
Diff. absolute / % | -0.01 | -2.52% |
Last Price | 0.572 | Volume | 10,000 | |
Time | 17:12:28 | Date | 01/07/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1321763562 |
Valor | 132176356 |
Symbol | EFGLJB |
Strike | 12.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 4.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 13/02/2024 |
Date of maturity | 20/12/2024 |
Last trading day | 20/12/2024 |
Settlement Type | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Intrinsic value | 0.36 |
Time value | 0.18 |
Implied volatility | 0.45% |
Leverage | 4.98 |
Delta | 0.81 |
Gamma | 0.18 |
Vega | 0.02 |
Distance to Strike | -1.44 |
Distance to Strike in % | -10.71% |
Average Spread | 2.19% |
Last Best Bid Price | 0.54 CHF |
Last Best Ask Price | 0.56 CHF |
Last Best Bid Volume | 450,000 |
Last Best Ask Volume | 75,000 |
Average Buy Volume | 450,000 |
Average Sell Volume | 75,000 |
Average Buy Value | 243,686 CHF |
Average Sell Value | 41,514 CHF |
Spreads Availability Ratio | 99.27% |
Quote Availability | 99.27% |