SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.910 | ||||
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 | CH1327232406 |
Valor | 132723240 |
Symbol | WMZPJB |
Strike | 65.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 10.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 28/02/2024 |
Date of maturity | 20/06/2025 |
Last trading day | 20/06/2025 |
Settlement Type | Cash payout |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Intrinsic value | 0.50 |
Time value | 0.41 |
Implied volatility | 0.16% |
Leverage | 6.23 |
Delta | 0.81 |
Gamma | 0.03 |
Vega | 0.18 |
Distance to Strike | -4.98 |
Distance to Strike in % | -7.12% |
Average Spread | 1.14% |
Last Best Bid Price | 0.90 CHF |
Last Best Ask Price | 0.91 CHF |
Last Best Bid Volume | 300,000 |
Last Best Ask Volume | 100,000 |
Average Buy Volume | 395,924 |
Average Sell Volume | 131,975 |
Average Buy Value | 346,071 CHF |
Average Sell Value | 116,677 CHF |
Spreads Availability Ratio | 99.60% |
Quote Availability | 99.60% |