SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.710 | ||||
Diff. absolute / % | -0.02 | -2.78% |
Last Price | 0.610 | Volume | 25,000 | |
Time | 11:45:21 | Date | 27/03/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1263886827 |
Valor | 126388682 |
Symbol | RIEFJB |
Strike | 100.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 50.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 08/06/2023 |
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 | 0.64 |
Time value | 0.05 |
Implied volatility | 0.51% |
Leverage | 3.83 |
Delta | 1.00 |
Distance to Strike | -32.20 |
Distance to Strike in % | -24.36% |
Average Spread | 1.40% |
Last Best Bid Price | 0.72 CHF |
Last Best Ask Price | 0.73 CHF |
Last Best Bid Volume | 150,000 |
Last Best Ask Volume | 50,000 |
Average Buy Volume | 150,000 |
Average Sell Volume | 50,000 |
Average Buy Value | 106,515 CHF |
Average Sell Value | 36,005 CHF |
Spreads Availability Ratio | 98.48% |
Quote Availability | 98.48% |