SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.130 | ||||
Diff. absolute / % | 0.00 | 0.00% |
Last Price | 0.110 | Volume | 17,000 | |
Time | 13:09:31 | Date | 21/10/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1321761707 |
Valor | 132176170 |
Symbol | DKSFJB |
Strike | 70.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 15.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 08/02/2024 |
Date of maturity | 20/06/2025 |
Last trading day | 20/06/2025 |
Settlement Type | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Implied volatility | 0.21% |
Leverage | 8.77 |
Delta | 0.26 |
Gamma | 0.04 |
Vega | 0.16 |
Distance to Strike | 4.60 |
Distance to Strike in % | 7.03% |
Average Spread | 8.01% |
Last Best Bid Price | 0.12 CHF |
Last Best Ask Price | 0.13 CHF |
Last Best Bid Volume | 750,000 |
Last Best Ask Volume | 250,000 |
Average Buy Volume | 694,802 |
Average Sell Volume | 231,601 |
Average Buy Value | 83,220 CHF |
Average Sell Value | 30,056 CHF |
Spreads Availability Ratio | 99.16% |
Quote Availability | 99.16% |