SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.110 | ||||
Diff. absolute / % | -0.02 | -16.67% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1303724335 |
Valor | 130372433 |
Symbol | XOZYJB |
Strike | 130.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 30.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 24/11/2023 |
Date of maturity | 21/03/2025 |
Last trading day | 21/03/2025 |
Settlement Type | Cash payout |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Implied volatility | 0.20% |
Leverage | 12.92 |
Delta | 0.33 |
Gamma | 0.02 |
Vega | 0.32 |
Distance to Strike | 12.97 |
Distance to Strike in % | 11.08% |
Average Spread | 9.30% |
Last Best Bid Price | 0.11 CHF |
Last Best Ask Price | 0.12 CHF |
Last Best Bid Volume | 1,000,000 |
Last Best Ask Volume | 400,000 |
Average Buy Volume | 1,000,000 |
Average Sell Volume | 471,581 |
Average Buy Value | 102,644 CHF |
Average Sell Value | 52,931 CHF |
Spreads Availability Ratio | 99.41% |
Quote Availability | 99.41% |