SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.453 | ||||
Diff. absolute / % | -0.03 | -5.74% |
Last Price | 0.400 | Volume | 1,000 | |
Time | 14:49:28 | Date | 07/06/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1327233669 |
Valor | 132723366 |
Symbol | EFZXJB |
Strike | 14.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 3.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 04/03/2024 |
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 | 0.38% |
Leverage | 4.21 |
Delta | 0.40 |
Gamma | 0.16 |
Vega | 0.04 |
Distance to Strike | 0.56 |
Distance to Strike in % | 4.17% |
Average Spread | 2.24% |
Last Best Bid Price | 0.44 CHF |
Last Best Ask Price | 0.45 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 | 198,743 CHF |
Average Sell Value | 67,748 CHF |
Spreads Availability Ratio | 99.27% |
Quote Availability | 99.27% |