SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
16.07.24
15:40:00 |
8.550
|
8.560
|
USD | |
Volume |
75,000
|
25,000
|
Closing prev. day | 8.650 | ||||
Diff. absolute / % | -0.17 | -1.97% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1257344304 |
Valor | 125734430 |
Symbol | SPWJJB |
Strike | 4,850.00 Points |
Type | Warrants |
Type | Bull |
Ratio | 100.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | European |
Currency | US Dollar |
First Trading Date | 23/03/2023 |
Date of maturity | 20/09/2024 |
Last trading day | 20/09/2024 |
Settlement Type | Cash payout |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Intrinsic value | 7.81 |
Time value | 0.62 |
Implied volatility | 0.24% |
Leverage | 6.68 |
Delta | 1.00 |
Vega | 0.00 |
Distance to Strike | -781.22 |
Distance to Strike in % | -13.87% |
Average Spread | 0.12% |
Last Best Bid Price | 8.65 USD |
Last Best Ask Price | 8.66 USD |
Last Best Bid Volume | 75,000 |
Last Best Ask Volume | 25,000 |
Average Buy Volume | 75,000 |
Average Sell Volume | 25,000 |
Average Buy Value | 630,608 USD |
Average Sell Value | 210,453 USD |
Spreads Availability Ratio | 97.97% |
Quote Availability | 97.97% |