SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.070 | ||||
Diff. absolute / % | -0.01 | -12.50% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1272331583 |
Valor | 127233158 |
Symbol | SFYAJB |
Strike | 125.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 40.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 22/06/2023 |
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 | 0.27% |
Leverage | 18.63 |
Delta | 0.48 |
Gamma | 0.09 |
Vega | 0.14 |
Distance to Strike | 0.20 |
Distance to Strike in % | 0.16% |
Average Spread | 11.64% |
Last Best Bid Price | 0.07 CHF |
Last Best Ask Price | 0.08 CHF |
Last Best Bid Volume | 600,000 |
Last Best Ask Volume | 200,000 |
Average Buy Volume | 504,444 |
Average Sell Volume | 168,148 |
Average Buy Value | 40,730 CHF |
Average Sell Value | 15,258 CHF |
Spreads Availability Ratio | 99.38% |
Quote Availability | 99.38% |