SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.170 | ||||
Diff. absolute / % | -0.02 | -11.76% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1263885589 |
Valor | 126388558 |
Symbol | EOZOJB |
Strike | 13.00 EUR |
Type | Warrants |
Type | Bull |
Ratio | 3.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 06/06/2023 |
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 |
Implied volatility | 0.24% |
Leverage | 7.33 |
Delta | 0.27 |
Gamma | 0.30 |
Vega | 0.03 |
Distance to Strike | 0.71 |
Distance to Strike in % | 5.78% |
Average Spread | 5.79% |
Last Best Bid Price | 0.16 CHF |
Last Best Ask Price | 0.17 CHF |
Last Best Bid Volume | 900,000 |
Last Best Ask Volume | 300,000 |
Average Buy Volume | 900,000 |
Average Sell Volume | 300,000 |
Average Buy Value | 151,017 CHF |
Average Sell Value | 53,339 CHF |
Spreads Availability Ratio | 93.60% |
Quote Availability | 93.60% |