SIX Structured Products | Geld | Brief | Währung | |
---|---|---|---|---|
Kurs
02.05.24
10:47:00 |
0.800
|
0.810
|
CHF | |
Volumen |
600'000
|
200'000
|
Closing Vortag | 0.810 | ||||
Diff. Absolut / % | -0.01 | -1.23% |
Letzter Kurs | - | Volumen | - | |
Zeit | - | Datum | - |
Details | Basiswert | Auszahlungsprofil | Risiko Indikator | Informationen & Tools | Ähnliche Produkte |
Name | Call-Warrant |
ISIN | CH1249397071 |
Valor | 124939707 |
Symbol | NFLCJB |
Strike | 440.00 USD |
Produkttyp | Warrants |
Typ | Bull |
Ratio | 150.00 |
SVSP Code | 2100 |
COSI Produkt | Nein |
Ausübungsstil | American |
Währung | Swiss Franc |
Erster Handelstag | 23.03.2023 |
Fälligkeit | 20.09.2024 |
Letzter Handelstag | 20.09.2024 |
Settlement Type | Cash-Zahlung |
IRS 871m | Potentially in scope for combined transactions |
Währungssicherheit | Nein |
Preisstellung | Dirty |
Emittent | Bank Julius Bär |
Innerer Wert | 0.75 |
Zeitwert | 0.05 |
Implizite Volatilität | 0.16% |
Hebel | 3.88 |
Delta | 0.84 |
Gamma | 0.00 |
Vega | 0.82 |
Abstand Strike | -112.10 |
Abstand Strike in % | -20.30% |
Average Spread | 1.20% |
Last Best Bid Price | 0.83 CHF |
Last Best Ask Price | 0.84 CHF |
Last Best Bid Volume | 450'000 |
Last Best Ask Volume | 150'000 |
Average Buy Volume | 469'101 |
Average Sell Volume | 156'367 |
Average Buy Value | 389'585 CHF |
Average Sell Value | 131'425 CHF |
Spreads Availability Ratio | 98.91% |
Quote Availability | 98.91% |