SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
14.05.24
11:27:00 |
0.370
|
0.380
|
CHF | |
Volume |
600,000
|
200,000
|
Closing prev. day | 0.380 | ||||
Diff. absolute / % | -0.01 | -2.63% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1263885050 |
Valor | 126388505 |
Symbol | UNZDJB |
Strike | 48.00 EUR |
Type | Warrants |
Type | Bull |
Ratio | 10.00 |
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 | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Intrinsic value | 0.22 |
Time value | 0.16 |
Implied volatility | 0.13% |
Leverage | 8.84 |
Delta | 0.67 |
Gamma | 0.04 |
Vega | 0.14 |
Distance to Strike | -2.18 |
Distance to Strike in % | -4.34% |
Average Spread | 2.55% |
Last Best Bid Price | 0.38 CHF |
Last Best Ask Price | 0.39 CHF |
Last Best Bid Volume | 600,000 |
Last Best Ask Volume | 200,000 |
Average Buy Volume | 600,000 |
Average Sell Volume | 200,000 |
Average Buy Value | 232,105 CHF |
Average Sell Value | 79,368 CHF |
Spreads Availability Ratio | 94.60% |
Quote Availability | 94.60% |