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 | -0.22% |
Last Price | 0.680 | Volume | 4,000 | |
Time | 17:09:04 | Date | 12/04/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1272331591 |
Valor | 127233159 |
Symbol | RIEMJB |
Strike | 100.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 50.00 |
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 |
Intrinsic value | 0.35 |
Time value | 0.12 |
Implied volatility | 0.50% |
Leverage | 4.27 |
Delta | 0.85 |
Gamma | 0.01 |
Vega | 0.17 |
Distance to Strike | -17.40 |
Distance to Strike in % | -14.82% |
Average Spread | 2.19% |
Last Best Bid Price | 0.45 CHF |
Last Best Ask Price | 0.46 CHF |
Last Best Bid Volume | 250,000 |
Last Best Ask Volume | 50,000 |
Average Buy Volume | 250,000 |
Average Sell Volume | 50,000 |
Average Buy Value | 112,916 CHF |
Average Sell Value | 23,083 CHF |
Spreads Availability Ratio | 95.92% |
Quote Availability | 95.92% |