SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.280 | ||||
Diff. absolute / % | -0.03 | -10.00% |
Last Price | 0.400 | Volume | 150,000 | |
Time | 09:24:30 | Date | 24/04/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1259713779 |
Valor | 125971377 |
Symbol | SGSXJB |
Strike | 80.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 15.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 28/04/2023 |
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 | 0.05 |
Time value | 0.22 |
Implied volatility | 0.22% |
Leverage | 10.59 |
Delta | 0.53 |
Gamma | 0.08 |
Vega | 0.18 |
Distance to Strike | -0.72 |
Distance to Strike in % | -0.89% |
Average Spread | 3.17% |
Last Best Bid Price | 0.29 CHF |
Last Best Ask Price | 0.30 CHF |
Last Best Bid Volume | 600,000 |
Last Best Ask Volume | 200,000 |
Average Buy Volume | 466,854 |
Average Sell Volume | 155,618 |
Average Buy Value | 144,827 CHF |
Average Sell Value | 49,832 CHF |
Spreads Availability Ratio | 99.17% |
Quote Availability | 99.17% |