SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.220 | ||||
Diff. absolute / % | 0.03 | +15.79% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1276773251 |
Valor | 127677325 |
Symbol | UBVFJB |
Strike | 90.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 30.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 29/06/2023 |
Date of maturity | 21/06/2024 |
Last trading day | 21/06/2024 |
Settlement Type | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Intrinsic value | 0.18 |
Time value | 0.05 |
Implied volatility | 0.34% |
Leverage | 10.46 |
Delta | 0.76 |
Gamma | 0.04 |
Vega | 0.09 |
Distance to Strike | -5.50 |
Distance to Strike in % | -5.76% |
Average Spread | 5.58% |
Last Best Bid Price | 0.19 CHF |
Last Best Ask Price | 0.20 CHF |
Last Best Bid Volume | 1,500,000 |
Last Best Ask Volume | 150,000 |
Average Buy Volume | 1,500,000 |
Average Sell Volume | 150,000 |
Average Buy Value | 262,605 CHF |
Average Sell Value | 27,761 CHF |
Spreads Availability Ratio | 99.27% |
Quote Availability | 99.27% |