SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.350 | ||||
Diff. absolute / % | 0.00 | 0.00% |
Last Price | 0.350 | Volume | 10,000 | |
Time | 16:56:28 | Date | 15/07/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1294279430 |
Valor | 129427943 |
Symbol | SDZRJB |
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 | 20/09/2024 |
Last trading day | 20/09/2024 |
Settlement Type | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Intrinsic value | 0.23 |
Time value | 0.13 |
Implied volatility | 0.32% |
Leverage | 9.20 |
Delta | 0.75 |
Gamma | 0.10 |
Vega | 0.05 |
Distance to Strike | -1.80 |
Distance to Strike in % | -5.25% |
Average Spread | 2.55% |
Last Best Bid Price | 0.34 CHF |
Last Best Ask Price | 0.35 CHF |
Last Best Bid Volume | 300,000 |
Last Best Ask Volume | 100,000 |
Average Buy Volume | 300,000 |
Average Sell Volume | 99,921 |
Average Buy Value | 116,568 CHF |
Average Sell Value | 39,824 CHF |
Spreads Availability Ratio | 99.37% |
Quote Availability | 99.37% |