SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.380 | ||||
Diff. absolute / % | -0.06 | -15.79% |
Last Price | 0.350 | Volume | 5,000 | |
Time | 15:24:40 | Date | 11/07/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1263885100 |
Valor | 126388510 |
Symbol | TOZHJB |
Strike | 60.00 EUR |
Type | Warrants |
Type | Bull |
Ratio | 15.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 06/06/2023 |
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 | 0.22 |
Time value | 0.11 |
Implied volatility | 0.17% |
Leverage | 9.29 |
Delta | 0.73 |
Gamma | 0.04 |
Vega | 0.14 |
Distance to Strike | -3.28 |
Distance to Strike in % | -5.18% |
Average Spread | 2.69% |
Last Best Bid Price | 0.37 CHF |
Last Best Ask Price | 0.38 CHF |
Last Best Bid Volume | 600,000 |
Last Best Ask Volume | 200,000 |
Average Buy Volume | 600,000 |
Average Sell Volume | 200,000 |
Average Buy Value | 220,064 CHF |
Average Sell Value | 75,355 CHF |
Spreads Availability Ratio | 99.27% |
Quote Availability | 99.27% |