SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.500 | ||||
Diff. absolute / % | -0.02 | -4.00% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1345894732 |
Valor | 134589473 |
Symbol | SPTMJB |
Strike | 82.50 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 | 19/09/2025 |
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 | 0.28 |
Time value | 0.21 |
Implied volatility | 0.20% |
Leverage | 6.50 |
Delta | 0.71 |
Gamma | 0.04 |
Vega | 0.31 |
Distance to Strike | -5.50 |
Distance to Strike in % | -6.25% |
Average Spread | 2.02% |
Last Best Bid Price | 0.49 CHF |
Last Best Ask Price | 0.50 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 | 110,331 CHF |
Average Sell Value | 37,527 CHF |
Spreads Availability Ratio | 99.17% |
Quote Availability | 99.17% |