SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.320 | ||||
Diff. absolute / % | -0.02 | -6.25% |
Last Price | 0.240 | Volume | 3,200 | |
Time | 16:54:17 | Date | 06/06/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1345894716 |
Valor | 134589471 |
Symbol | SPTKJB |
Strike | 90.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 20.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 03/05/2024 |
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 |
Implied volatility | 0.18% |
Leverage | 6.23 |
Delta | 0.42 |
Gamma | 0.03 |
Vega | 0.40 |
Distance to Strike | 2.00 |
Distance to Strike in % | 2.27% |
Average Spread | 3.18% |
Last Best Bid Price | 0.31 CHF |
Last Best Ask Price | 0.32 CHF |
Last Best Bid Volume | 300,000 |
Last Best Ask Volume | 100,000 |
Average Buy Volume | 300,000 |
Average Sell Volume | 100,000 |
Average Buy Value | 92,825 CHF |
Average Sell Value | 31,942 CHF |
Spreads Availability Ratio | 99.16% |
Quote Availability | 99.16% |