SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.210 | ||||
Diff. absolute / % | 0.00 | 0.00% |
Last Price | 0.330 | Volume | 500 | |
Time | 11:22:06 | Date | 04/06/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1332111405 |
Valor | 133211140 |
Symbol | BCHVJB |
Strike | 600.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 200.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 26/03/2024 |
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 | 0.08 |
Time value | 0.14 |
Implied volatility | 0.35% |
Leverage | 9.42 |
Delta | 0.64 |
Gamma | 0.01 |
Vega | 0.97 |
Distance to Strike | -15.00 |
Distance to Strike in % | -2.44% |
Average Spread | 4.43% |
Last Best Bid Price | 0.20 CHF |
Last Best Ask Price | 0.21 CHF |
Last Best Bid Volume | 750,000 |
Last Best Ask Volume | 250,000 |
Average Buy Volume | 750,000 |
Average Sell Volume | 250,000 |
Average Buy Value | 166,035 CHF |
Average Sell Value | 57,845 CHF |
Spreads Availability Ratio | 99.38% |
Quote Availability | 99.38% |