SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
10.05.24
14:30:00 |
0.960
|
0.970
|
CHF | |
Volume |
600,000
|
200,000
|
Closing prev. day | 0.980 | ||||
Diff. absolute / % | -0.02 | -2.04% |
Last Price | 0.310 | Volume | 110,000 | |
Time | 09:48:27 | Date | 28/02/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1249391660 |
Valor | 124939166 |
Symbol | DBKZJB |
Strike | 11.00 EUR |
Type | Warrants |
Type | Bull |
Ratio | 5.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 15/03/2023 |
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 |
Leverage | 3.28 |
Delta | 0.99 |
Gamma | 0.01 |
Vega | 0.00 |
Distance to Strike | -4.90 |
Distance to Strike in % | -30.82% |
Average Spread | 1.02% |
Last Best Bid Price | 0.97 CHF |
Last Best Ask Price | 0.98 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 | 587,621 CHF |
Average Sell Value | 197,874 CHF |
Spreads Availability Ratio | 99.12% |
Quote Availability | 99.12% |