SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.280 | ||||
Diff. absolute / % | 0.02 | +7.69% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1276773228 |
Valor | 127677322 |
Symbol | UBVCJB |
Strike | 97.50 CHF |
Type | Warrants |
Type | Bull |
Ratio | 40.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 29/06/2023 |
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 | 0.43% |
Leverage | 4.29 |
Delta | 0.50 |
Gamma | 0.02 |
Vega | 0.29 |
Distance to Strike | 2.00 |
Distance to Strike in % | 2.09% |
Average Spread | 3.91% |
Last Best Bid Price | 0.26 CHF |
Last Best Ask Price | 0.27 CHF |
Last Best Bid Volume | 1,000,000 |
Last Best Ask Volume | 200,000 |
Average Buy Volume | 1,000,000 |
Average Sell Volume | 200,000 |
Average Buy Value | 251,185 CHF |
Average Sell Value | 52,237 CHF |
Spreads Availability Ratio | 99.27% |
Quote Availability | 99.27% |