SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.140 | ||||
Diff. absolute / % | -0.01 | -6.67% |
Last Price | 0.170 | Volume | 10,000 | |
Time | 15:47:13 | Date | 24/10/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1332111736 |
Valor | 133211173 |
Symbol | SFSZJB |
Strike | 130.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 35.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 27/03/2024 |
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 | 0.28% |
Leverage | 6.50 |
Delta | 0.27 |
Gamma | 0.04 |
Vega | 0.24 |
Distance to Strike | 5.20 |
Distance to Strike in % | 4.17% |
Average Spread | 6.55% |
Last Best Bid Price | 0.14 CHF |
Last Best Ask Price | 0.15 CHF |
Last Best Bid Volume | 600,000 |
Last Best Ask Volume | 200,000 |
Average Buy Volume | 526,000 |
Average Sell Volume | 175,333 |
Average Buy Value | 77,485 CHF |
Average Sell Value | 27,582 CHF |
Spreads Availability Ratio | 99.38% |
Quote Availability | 99.38% |