SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
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16.07.24
13:03:00 |
![]() |
0.420
|
0.430
|
CHF |
Volume |
300,000
|
100,000
|
Closing prev. day | 0.430 | ||||
Diff. absolute / % | -0.01 | -2.33% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1360196302 |
Valor | 136019630 |
Symbol | DOZLJB |
Strike | 55.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 20.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 15/07/2024 |
Date of maturity | 21/03/2025 |
Last trading day | 21/03/2025 |
Settlement Type | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Implied volatility | 0.70% |
Leverage | 3.23 |
Delta | 0.57 |
Gamma | 0.01 |
Vega | 0.16 |
Distance to Strike | 7.14 |
Distance to Strike in % | 14.92% |
Average Spread | 2.37% |
Last Best Bid Price | 0.42 CHF |
Last Best Ask Price | 0.43 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 | 125,014 CHF |
Average Sell Value | 42,672 CHF |
Spreads Availability Ratio | 99.38% |
Quote Availability | 99.38% |