SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.160 | ||||
Diff. absolute / % | -0.01 | -6.25% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1294276832 |
Valor | 129427683 |
Symbol | BOERJB |
Strike | 200.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 50.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 06/10/2023 |
Date of maturity | 20/09/2024 |
Last trading day | 20/09/2024 |
Settlement Type | Cash payout |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Implied volatility | 0.32% |
Leverage | 9.18 |
Delta | 0.38 |
Gamma | 0.01 |
Vega | 0.41 |
Distance to Strike | 17.52 |
Distance to Strike in % | 9.60% |
Average Spread | 7.69% |
Last Best Bid Price | 0.16 CHF |
Last Best Ask Price | 0.17 CHF |
Last Best Bid Volume | 1,000,000 |
Last Best Ask Volume | 400,000 |
Average Buy Volume | 1,000,000 |
Average Sell Volume | 480,343 |
Average Buy Value | 126,222 CHF |
Average Sell Value | 64,932 CHF |
Spreads Availability Ratio | 99.12% |
Quote Availability | 99.12% |