SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
21.05.24
14:23:00 |
0.120
|
0.130
|
CHF | |
Volume |
1.00 m.
|
150,000
|
Closing prev. day | 0.120 | ||||
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 | CH1272326377 |
Valor | 127232637 |
Symbol | TEZGJB |
Strike | 400.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 125.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 12/06/2023 |
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 |
Implied volatility | 0.38% |
Leverage | 4.05 |
Delta | 0.18 |
Gamma | 0.00 |
Vega | 0.67 |
Distance to Strike | 69.00 |
Distance to Strike in % | 20.85% |
Average Spread | 8.33% |
Last Best Bid Price | 0.11 CHF |
Last Best Ask Price | 0.12 CHF |
Last Best Bid Volume | 450,000 |
Last Best Ask Volume | 150,000 |
Average Buy Volume | 450,000 |
Average Sell Volume | 150,000 |
Average Buy Value | 51,837 CHF |
Average Sell Value | 18,779 CHF |
Spreads Availability Ratio | 99.05% |
Quote Availability | 99.05% |