SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.520 | ||||
Diff. absolute / % | 0.00 | 0.00% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1337638170 |
Valor | 133763817 |
Symbol | BCHRJB |
Strike | 650.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 150.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 16/04/2024 |
Date of maturity | 19/09/2025 |
Last trading day | 19/09/2025 |
Settlement Type | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Intrinsic value | 0.05 |
Time value | 0.46 |
Implied volatility | 0.32% |
Leverage | 4.84 |
Delta | 0.56 |
Gamma | 0.00 |
Vega | 2.34 |
Distance to Strike | -8.00 |
Distance to Strike in % | -1.22% |
Average Spread | 1.84% |
Last Best Bid Price | 0.55 CHF |
Last Best Ask Price | 0.56 CHF |
Last Best Bid Volume | 600,000 |
Last Best Ask Volume | 150,000 |
Average Buy Volume | 600,000 |
Average Sell Volume | 150,000 |
Average Buy Value | 322,604 CHF |
Average Sell Value | 82,151 CHF |
Spreads Availability Ratio | 99.38% |
Quote Availability | 99.38% |