SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.310 | ||||
Diff. absolute / % | -0.03 | -8.28% |
Last Price | 0.128 | Volume | 40,000 | |
Time | 15:11:03 | Date | 02/05/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1276773632 |
Valor | 127677363 |
Symbol | BSZVJB |
Strike | 40.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 15.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 03/07/2023 |
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 | 0.25 |
Time value | 0.04 |
Implied volatility | 0.40% |
Leverage | 8.98 |
Delta | 0.89 |
Gamma | 0.06 |
Vega | 0.03 |
Distance to Strike | -3.70 |
Distance to Strike in % | -8.47% |
Average Spread | 2.99% |
Last Best Bid Price | 0.32 CHF |
Last Best Ask Price | 0.33 CHF |
Last Best Bid Volume | 1,000,000 |
Last Best Ask Volume | 100,000 |
Average Buy Volume | 1,000,000 |
Average Sell Volume | 100,000 |
Average Buy Value | 329,611 CHF |
Average Sell Value | 33,961 CHF |
Spreads Availability Ratio | 99.19% |
Quote Availability | 99.19% |