SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.490 | ||||
Diff. absolute / % | -0.05 | -10.20% |
Last Price | 0.490 | Volume | 100,000 | |
Time | 12:23:13 | Date | 15/07/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1294279422 |
Valor | 129427942 |
Symbol | SDZQJB |
Strike | 32.50 CHF |
Type | Warrants |
Type | Bull |
Ratio | 8.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 16/10/2023 |
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 | 0.23 |
Time value | 0.22 |
Implied volatility | 0.29% |
Leverage | 6.74 |
Delta | 0.69 |
Gamma | 0.08 |
Vega | 0.08 |
Distance to Strike | -1.80 |
Distance to Strike in % | -5.25% |
Average Spread | 2.06% |
Last Best Bid Price | 0.43 CHF |
Last Best Ask Price | 0.44 CHF |
Last Best Bid Volume | 100,000 |
Last Best Ask Volume | 100,000 |
Average Buy Volume | 100,000 |
Average Sell Volume | 100,000 |
Average Buy Value | 48,039 CHF |
Average Sell Value | 49,039 CHF |
Spreads Availability Ratio | 99.03% |
Quote Availability | 99.37% |