SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 2.510 | ||||
Diff. absolute / % | 0.10 | +4.55% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1337640481 |
Valor | 133764048 |
Symbol | WMTNJB |
Strike | 65.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 10.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 17/04/2024 |
Date of maturity | 19/09/2025 |
Last trading day | 19/09/2025 |
Settlement Type | Cash payout |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Intrinsic value | 2.49 |
Time value | 0.01 |
Leverage | 3.58 |
Delta | 0.99 |
Gamma | 0.00 |
Vega | 0.01 |
Distance to Strike | -24.85 |
Distance to Strike in % | -27.66% |
Average Spread | 0.46% |
Last Best Bid Price | 2.19 CHF |
Last Best Ask Price | 2.20 CHF |
Last Best Bid Volume | 225,000 |
Last Best Ask Volume | 75,000 |
Average Buy Volume | 225,000 |
Average Sell Volume | 75,000 |
Average Buy Value | 484,813 CHF |
Average Sell Value | 162,354 CHF |
Spreads Availability Ratio | 98.97% |
Quote Availability | 98.97% |