SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.620 | ||||
Diff. absolute / % | 0.04 | +6.45% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1272331617 |
Valor | 127233161 |
Symbol | DOZAJB |
Strike | 425.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 150.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 22/06/2023 |
Date of maturity | 20/12/2024 |
Last trading day | 20/12/2024 |
Settlement Type | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Intrinsic value | 0.63 |
Time value | 0.04 |
Implied volatility | 0.33% |
Leverage | 4.57 |
Delta | 0.89 |
Gamma | 0.00 |
Vega | 0.63 |
Distance to Strike | -94.00 |
Distance to Strike in % | -18.11% |
Average Spread | 1.60% |
Last Best Bid Price | 0.62 CHF |
Last Best Ask Price | 0.63 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 | 279,149 CHF |
Average Sell Value | 94,550 CHF |
Spreads Availability Ratio | 99.38% |
Quote Availability | 99.38% |