SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.700 | ||||
Diff. absolute / % | 0.17 | +24.29% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1311828839 |
Valor | 131182883 |
Symbol | CAZXJB |
Strike | 340.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 50.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 29/12/2023 |
Date of maturity | 21/03/2025 |
Last trading day | 21/03/2025 |
Settlement Type | Cash payout |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Intrinsic value | 0.26 |
Time value | 0.56 |
Implied volatility | 0.24% |
Leverage | 6.27 |
Delta | 0.73 |
Gamma | 0.01 |
Vega | 0.96 |
Distance to Strike | -13.18 |
Distance to Strike in % | -3.73% |
Average Spread | 1.57% |
Last Best Bid Price | 0.70 CHF |
Last Best Ask Price | 0.71 CHF |
Last Best Bid Volume | 450,000 |
Last Best Ask Volume | 150,000 |
Average Buy Volume | 450,000 |
Average Sell Volume | 150,000 |
Average Buy Value | 285,428 CHF |
Average Sell Value | 96,643 CHF |
Spreads Availability Ratio | 99.01% |
Quote Availability | 99.01% |