SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.110 | ||||
Diff. absolute / % | -0.01 | -9.09% |
Last Price | 0.160 | Volume | 4,000 | |
Time | 09:21:17 | Date | 12/02/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1263880002 |
Valor | 126388000 |
Symbol | ATYFJB |
Strike | 17.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 5.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 23/05/2023 |
Date of maturity | 21/06/2024 |
Last trading day | 21/06/2024 |
Settlement Type | Cash payout |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Intrinsic value | 0.07 |
Time value | 0.04 |
Implied volatility | 0.17% |
Leverage | 23.02 |
Delta | 0.73 |
Gamma | 0.46 |
Vega | 0.02 |
Distance to Strike | -0.35 |
Distance to Strike in % | -2.05% |
Average Spread | 8.81% |
Last Best Bid Price | 0.10 CHF |
Last Best Ask Price | 0.11 CHF |
Last Best Bid Volume | 750,000 |
Last Best Ask Volume | 250,000 |
Average Buy Volume | 750,000 |
Average Sell Volume | 250,000 |
Average Buy Value | 81,982 CHF |
Average Sell Value | 29,827 CHF |
Spreads Availability Ratio | 99.11% |
Quote Availability | 99.11% |