SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.445 | ||||
Diff. absolute / % | 0.00 | +0.45% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1308928451 |
Valor | 130892845 |
Symbol | IFCEJB |
Strike | 1,300.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 300.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 20/12/2023 |
Date of maturity | 20/09/2024 |
Last trading day | 20/09/2024 |
Settlement Type | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Intrinsic value | 0.31 |
Time value | 0.14 |
Implied volatility | 0.36% |
Leverage | 8.29 |
Delta | 0.79 |
Gamma | 0.00 |
Vega | 1.67 |
Distance to Strike | -92.00 |
Distance to Strike in % | -6.61% |
Average Spread | 2.12% |
Last Best Bid Price | 0.44 CHF |
Last Best Ask Price | 0.45 CHF |
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 | 105,065 CHF |
Average Sell Value | 35,772 CHF |
Spreads Availability Ratio | 99.27% |
Quote Availability | 99.27% |