SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.180 | ||||
Diff. absolute / % | 0.00 | 0.00% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1345895077 |
Valor | 134589507 |
Symbol | PSPVJB |
Strike | 130.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 25.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 03/05/2024 |
Date of maturity | 19/12/2025 |
Last trading day | 19/12/2025 |
Settlement Type | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Implied volatility | 0.15% |
Leverage | 9.65 |
Delta | 0.33 |
Gamma | 0.02 |
Vega | 0.46 |
Distance to Strike | 5.40 |
Distance to Strike in % | 4.33% |
Average Spread | 6.05% |
Last Best Bid Price | 0.16 CHF |
Last Best Ask Price | 0.17 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 | 72,238 CHF |
Average Sell Value | 25,579 CHF |
Spreads Availability Ratio | 99.16% |
Quote Availability | 99.16% |