SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 1.030 | ||||
Diff. absolute / % | 0.02 | +1.94% |
Last Price | 0.600 | Volume | 800 | |
Time | 17:10:47 | Date | 10/05/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1272331575 |
Valor | 127233157 |
Symbol | SFZZJB |
Strike | 750.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 250.00 |
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 | 1.00 |
Time value | 0.05 |
Implied volatility | 0.38% |
Leverage | 3.80 |
Delta | 1.00 |
Gamma | 0.00 |
Vega | 0.02 |
Distance to Strike | -249.00 |
Distance to Strike in % | -24.92% |
Average Spread | 0.97% |
Last Best Bid Price | 1.02 CHF |
Last Best Ask Price | 1.03 CHF |
Last Best Bid Volume | 300,000 |
Last Best Ask Volume | 100,000 |
Average Buy Volume | 300,000 |
Average Sell Volume | 100,000 |
Average Buy Value | 309,109 CHF |
Average Sell Value | 104,036 CHF |
Spreads Availability Ratio | 99.38% |
Quote Availability | 99.38% |