SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.190 | ||||
Diff. absolute / % | 0.00 | 0.00% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1263883931 |
Valor | 126388393 |
Symbol | XOZGJB |
Strike | 120.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 40.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 06/06/2023 |
Date of maturity | 20/12/2024 |
Last trading day | 20/12/2024 |
Settlement Type | Cash payout |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Implied volatility | 0.19% |
Leverage | 9.02 |
Delta | 0.58 |
Gamma | 0.03 |
Vega | 0.36 |
Distance to Strike | 1.31 |
Distance to Strike in % | 1.10% |
Average Spread | 5.21% |
Last Best Bid Price | 0.19 CHF |
Last Best Ask Price | 0.20 CHF |
Last Best Bid Volume | 900,000 |
Last Best Ask Volume | 300,000 |
Average Buy Volume | 985,331 |
Average Sell Volume | 385,331 |
Average Buy Value | 184,403 CHF |
Average Sell Value | 75,891 CHF |
Spreads Availability Ratio | 99.10% |
Quote Availability | 99.10% |