SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.440 | ||||
Diff. absolute / % | -0.01 | -2.27% |
Last Price | 0.380 | Volume | 11,000 | |
Time | 10:25:44 | Date | 19/06/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1327233677 |
Valor | 132723367 |
Symbol | EFZYJB |
Strike | 13.50 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 | 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 |
Implied volatility | 0.41% |
Leverage | 5.03 |
Delta | 0.48 |
Gamma | 0.21 |
Vega | 0.03 |
Distance to Strike | 0.06 |
Distance to Strike in % | 0.45% |
Average Spread | 2.33% |
Last Best Bid Price | 0.43 CHF |
Last Best Ask Price | 0.44 CHF |
Last Best Bid Volume | 1,000,000 |
Last Best Ask Volume | 100,000 |
Average Buy Volume | 1,000,000 |
Average Sell Volume | 100,000 |
Average Buy Value | 424,917 CHF |
Average Sell Value | 43,492 CHF |
Spreads Availability Ratio | 99.27% |
Quote Availability | 99.27% |