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 | CH1298680245 |
Valor | 129868024 |
Symbol | SAZXJB |
Strike | 95.00 EUR |
Type | Warrants |
Type | Bull |
Ratio | 25.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 02/11/2023 |
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 | 0.22% |
Leverage | 8.46 |
Delta | 0.48 |
Gamma | 0.02 |
Vega | 0.29 |
Distance to Strike | 1.82 |
Distance to Strike in % | 1.95% |
Average Spread | 4.91% |
Last Best Bid Price | 0.19 CHF |
Last Best Ask Price | 0.20 CHF |
Last Best Bid Volume | 900,000 |
Last Best Ask Volume | 300,000 |
Average Buy Volume | 900,000 |
Average Sell Volume | 300,000 |
Average Buy Value | 178,905 CHF |
Average Sell Value | 62,635 CHF |
Spreads Availability Ratio | 99.32% |
Quote Availability | 99.32% |