SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.338 | ||||
Diff. absolute / % | -0.02 | -5.33% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1327233685 |
Valor | 132723368 |
Symbol | EFZZJB |
Strike | 13.25 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 | 20/09/2024 |
Last trading day | 20/09/2024 |
Settlement Type | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Intrinsic value | 0.06 |
Time value | 0.26 |
Implied volatility | 0.41% |
Leverage | 7.79 |
Delta | 0.56 |
Gamma | 0.33 |
Vega | 0.02 |
Distance to Strike | -0.19 |
Distance to Strike in % | -1.41% |
Average Spread | 3.02% |
Last Best Bid Price | 0.33 CHF |
Last Best Ask Price | 0.34 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 | 326,255 CHF |
Average Sell Value | 33,626 CHF |
Spreads Availability Ratio | 99.27% |
Quote Availability | 99.27% |