SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.520 | ||||
Diff. absolute / % | -0.05 | -9.62% |
Last Price | 0.410 | Volume | 10,000 | |
Time | 09:15:41 | Date | 23/05/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1263884301 |
Valor | 126388430 |
Symbol | MSYEJB |
Strike | 420.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 100.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 06/06/2023 |
Date of maturity | 20/12/2024 |
Last trading day | 20/12/2024 |
Settlement Type | Cash payout |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Intrinsic value | 0.29 |
Time value | 0.18 |
Implied volatility | 0.22% |
Leverage | 7.73 |
Delta | 0.81 |
Gamma | 0.01 |
Vega | 0.80 |
Distance to Strike | -28.54 |
Distance to Strike in % | -6.36% |
Average Spread | 1.98% |
Last Best Bid Price | 0.52 CHF |
Last Best Ask Price | 0.53 CHF |
Last Best Bid Volume | 450,000 |
Last Best Ask Volume | 150,000 |
Average Buy Volume | 450,000 |
Average Sell Volume | 150,000 |
Average Buy Value | 225,478 CHF |
Average Sell Value | 76,659 CHF |
Spreads Availability Ratio | 98.96% |
Quote Availability | 98.96% |