SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.080 | ||||
Diff. absolute / % | -0.04 | -50.00% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1341866502 |
Valor | 134186650 |
Symbol | HUZAJB |
Strike | 77.50 CHF |
Type | Warrants |
Type | Bull |
Ratio | 20.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 19/04/2024 |
Date of maturity | 19/07/2024 |
Last trading day | 19/07/2024 |
Settlement Type | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Intrinsic value | 0.01 |
Time value | 0.03 |
Implied volatility | 0.32% |
Leverage | 56.82 |
Delta | 0.58 |
Gamma | 0.42 |
Vega | 0.03 |
Distance to Strike | -0.20 |
Distance to Strike in % | -0.26% |
Average Spread | 14.20% |
Last Best Bid Price | 0.07 CHF |
Last Best Ask Price | 0.08 CHF |
Last Best Bid Volume | 1,500,000 |
Last Best Ask Volume | 100,000 |
Average Buy Volume | 1,500,000 |
Average Sell Volume | 107,000 |
Average Buy Value | 101,095 CHF |
Average Sell Value | 8,160 CHF |
Spreads Availability Ratio | 99.27% |
Quote Availability | 99.27% |