SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.230 | ||||
Diff. absolute / % | -0.02 | -8.33% |
Last Price | 0.230 | Volume | 15,000 | |
Time | 15:18:40 | Date | 31/05/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1272331583 |
Valor | 127233158 |
Symbol | SFYAJB |
Strike | 125.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 40.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 22/06/2023 |
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 | 0.29% |
Leverage | 6.78 |
Delta | 0.51 |
Gamma | 0.01 |
Vega | 0.36 |
Distance to Strike | 2.00 |
Distance to Strike in % | 1.63% |
Average Spread | 4.27% |
Last Best Bid Price | 0.23 CHF |
Last Best Ask Price | 0.24 CHF |
Last Best Bid Volume | 1,000,000 |
Last Best Ask Volume | 150,000 |
Average Buy Volume | 1,000,000 |
Average Sell Volume | 150,000 |
Average Buy Value | 229,220 CHF |
Average Sell Value | 35,883 CHF |
Spreads Availability Ratio | 99.38% |
Quote Availability | 99.38% |