SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 1.005 | ||||
Diff. absolute / % | -0.03 | -2.45% |
Last Price | 1.022 | Volume | 862 | |
Time | 13:47:00 | Date | 16/05/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1242800899 |
Valor | 124280089 |
Symbol | EFZMJB |
Strike | 9.75 CHF |
Type | Warrants |
Type | Bull |
Ratio | 2.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 08/03/2023 |
Date of maturity | 21/06/2024 |
Last trading day | 21/06/2024 |
Settlement Type | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Intrinsic value | 0.95 |
Time value | 0.04 |
Implied volatility | 0.54% |
Leverage | 5.89 |
Delta | 1.00 |
Distance to Strike | -1.89 |
Distance to Strike in % | -16.24% |
Average Spread | 1.01% |
Last Best Bid Price | 1.02 CHF |
Last Best Ask Price | 1.03 CHF |
Last Best Bid Volume | 150,000 |
Last Best Ask Volume | 150,000 |
Average Buy Volume | 150,015 |
Average Sell Volume | 149,999 |
Average Buy Value | 148,206 CHF |
Average Sell Value | 149,693 CHF |
Spreads Availability Ratio | 99.27% |
Quote Availability | 99.27% |