SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.400 | ||||
Diff. absolute / % | -0.03 | -7.50% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1276774283 |
Valor | 127677428 |
Symbol | HUZLJB |
Strike | 70.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 25.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 04/07/2023 |
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 | 0.05 |
Implied volatility | 0.36% |
Leverage | 8.51 |
Delta | 0.99 |
Gamma | 0.02 |
Vega | 0.01 |
Distance to Strike | -7.70 |
Distance to Strike in % | -9.91% |
Average Spread | 2.53% |
Last Best Bid Price | 0.39 CHF |
Last Best Ask Price | 0.40 CHF |
Last Best Bid Volume | 1,000,000 |
Last Best Ask Volume | 100,000 |
Average Buy Volume | 1,000,000 |
Average Sell Volume | 100,000 |
Average Buy Value | 390,372 CHF |
Average Sell Value | 40,037 CHF |
Spreads Availability Ratio | 99.27% |
Quote Availability | 99.27% |