SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
![]()
16.07.24
16:17:00 |
![]() |
2.020
|
2.030
|
EUR |
Volume |
225,000
|
75,000
|
Closing prev. day | 2.220 | ||||
Diff. absolute / % | -0.20 | -9.01% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1276774390 |
Valor | 127677439 |
Symbol | ESWPJB |
Strike | 4,600.00 Points |
Type | Warrants |
Type | Bull |
Ratio | 200.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | European |
Currency | Euro |
First Trading Date | 05/07/2023 |
Date of maturity | 20/09/2024 |
Last trading day | 20/09/2024 |
Settlement Type | Cash payout |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Intrinsic value | 1.92 |
Time value | 0.10 |
Leverage | 11.71 |
Delta | 0.95 |
Gamma | 0.00 |
Vega | 2.20 |
Distance to Strike | -383.11 |
Distance to Strike in % | -7.69% |
Average Spread | 0.43% |
Last Best Bid Price | 2.21 EUR |
Last Best Ask Price | 2.22 EUR |
Last Best Bid Volume | 225,000 |
Last Best Ask Volume | 75,000 |
Average Buy Volume | 225,000 |
Average Sell Volume | 75,000 |
Average Buy Value | 521,341 EUR |
Average Sell Value | 174,530 EUR |
Spreads Availability Ratio | 98.20% |
Quote Availability | 98.20% |