SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
10.05.24
14:31:00 |
0.980
|
0.990
|
CHF | |
Volume |
600,000
|
200,000
|
Closing prev. day | 1.000 | ||||
Diff. absolute / % | -0.03 | -3.00% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1263886082 |
Valor | 126388608 |
Symbol | DBKQJB |
Strike | 11.00 EUR |
Type | Warrants |
Type | Bull |
Ratio | 5.00 |
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 | 0.98 |
Time value | 0.00 |
Leverage | 2.88 |
Delta | 0.89 |
Gamma | 0.03 |
Vega | 0.02 |
Distance to Strike | -4.90 |
Distance to Strike in % | -30.82% |
Average Spread | 1.00% |
Last Best Bid Price | 0.99 CHF |
Last Best Ask Price | 1.00 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 | 599,549 CHF |
Average Sell Value | 201,850 CHF |
Spreads Availability Ratio | 99.16% |
Quote Availability | 99.16% |