SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
17.05.24
12:06:00 |
1.510
|
1.520
|
CHF | |
Volume |
450,000
|
150,000
|
Closing prev. day | 1.570 | ||||
Diff. absolute / % | -0.06 | -3.82% |
Last Price | 1.690 | Volume | 1,000 | |
Time | 15:23:39 | Date | 27/03/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1242800238 |
Valor | 124280023 |
Symbol | HOYMJB |
Strike | 65.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 10.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 06/03/2023 |
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 | 1.30 |
Time value | 0.19 |
Implied volatility | 0.34% |
Leverage | 4.56 |
Delta | 0.87 |
Gamma | 0.02 |
Vega | 0.12 |
Distance to Strike | -12.60 |
Distance to Strike in % | -16.24% |
Average Spread | 0.62% |
Last Best Bid Price | 1.56 CHF |
Last Best Ask Price | 1.57 CHF |
Last Best Bid Volume | 450,000 |
Last Best Ask Volume | 150,000 |
Average Buy Volume | 450,000 |
Average Sell Volume | 150,000 |
Average Buy Value | 721,049 CHF |
Average Sell Value | 241,850 CHF |
Spreads Availability Ratio | 93.08% |
Quote Availability | 93.08% |