SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
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17.06.24
13:32:00 |
![]() |
0.740
|
0.750
|
CHF |
Volume |
450,000
|
150,000
|
Closing prev. day | 0.730 | ||||
Diff. absolute / % | 0.01 | +1.37% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1249399390 |
Valor | 124939939 |
Symbol | ALXNJB |
Strike | 220.00 EUR |
Type | Warrants |
Type | Bull |
Ratio | 50.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 23/03/2023 |
Date of maturity | 20/09/2024 |
Last trading day | 20/09/2024 |
Settlement Type | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Intrinsic value | 0.67 |
Time value | 0.06 |
Implied volatility | 0.33% |
Leverage | 6.88 |
Delta | 0.99 |
Gamma | 0.01 |
Vega | 0.02 |
Distance to Strike | -33.40 |
Distance to Strike in % | -13.18% |
Average Spread | 1.34% |
Last Best Bid Price | 0.72 CHF |
Last Best Ask Price | 0.73 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 | 335,157 CHF |
Average Sell Value | 113,219 CHF |
Spreads Availability Ratio | 99.03% |
Quote Availability | 99.03% |