SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.280 | ||||
Diff. absolute / % | -0.05 | -17.86% |
Last Price | 0.140 | Volume | 250,000 | |
Time | 16:53:50 | Date | 05/07/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1257345194 |
Valor | 125734519 |
Symbol | INYQJB |
Strike | 34.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 10.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 23/03/2023 |
Date of maturity | 20/09/2024 |
Last trading day | 20/09/2024 |
Settlement Type | Cash payout |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Intrinsic value | 0.01 |
Time value | 0.24 |
Implied volatility | 0.42% |
Leverage | 7.71 |
Delta | 0.56 |
Gamma | 0.09 |
Vega | 0.06 |
Distance to Strike | -0.12 |
Distance to Strike in % | -0.35% |
Average Spread | 3.69% |
Last Best Bid Price | 0.28 CHF |
Last Best Ask Price | 0.29 CHF |
Last Best Bid Volume | 250,000 |
Last Best Ask Volume | 250,000 |
Average Buy Volume | 280,627 |
Average Sell Volume | 280,627 |
Average Buy Value | 74,539 CHF |
Average Sell Value | 77,346 CHF |
Spreads Availability Ratio | 98.21% |
Quote Availability | 98.21% |