SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.650 | ||||
Diff. absolute / % | -0.05 | -7.14% |
Last Price | 0.650 | Volume | 806 | |
Time | 12:07:54 | Date | 03/10/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1259710551 |
Valor | 125971055 |
Symbol | HELDJB |
Strike | 130.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 30.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 14/04/2023 |
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 | 0.54 |
Time value | 0.03 |
Implied volatility | 0.34% |
Leverage | 8.55 |
Delta | 1.00 |
Distance to Strike | -16.20 |
Distance to Strike in % | -11.08% |
Average Spread | 1.53% |
Last Best Bid Price | 0.64 CHF |
Last Best Ask Price | 0.65 CHF |
Last Best Bid Volume | 1,500,000 |
Last Best Ask Volume | 150,000 |
Average Buy Volume | 1,500,000 |
Average Sell Volume | 150,000 |
Average Buy Value | 975,607 CHF |
Average Sell Value | 99,061 CHF |
Spreads Availability Ratio | 93.26% |
Quote Availability | 93.26% |