SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.600 | ||||
Diff. absolute / % | 0.07 | +11.67% |
Last Price | 0.530 | Volume | 943 | |
Time | 16:09:30 | Date | 30/05/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1332111918 |
Valor | 133211191 |
Symbol | HELYJB |
Strike | 120.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 25.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 27/03/2024 |
Date of maturity | 19/12/2025 |
Last trading day | 19/12/2025 |
Settlement Type | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Intrinsic value | 0.25 |
Time value | 0.42 |
Implied volatility | 0.29% |
Leverage | 4.60 |
Delta | 0.61 |
Gamma | 0.03 |
Vega | 0.50 |
Distance to Strike | -6.30 |
Distance to Strike in % | -4.99% |
Average Spread | 1.63% |
Last Best Bid Price | 0.59 CHF |
Last Best Ask Price | 0.60 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 | 456,726 CHF |
Average Sell Value | 154,742 CHF |
Spreads Availability Ratio | 99.27% |
Quote Availability | 99.27% |