SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
14.05.24
11:27:00 |
0.430
|
0.440
|
CHF | |
Volume |
600,000
|
200,000
|
Closing prev. day | 0.440 | ||||
Diff. absolute / % | -0.01 | -2.27% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1303724814 |
Valor | 130372481 |
Symbol | UNZHJB |
Strike | 48.00 EUR |
Type | Warrants |
Type | Bull |
Ratio | 10.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 24/11/2023 |
Date of maturity | 21/03/2025 |
Last trading day | 21/03/2025 |
Settlement Type | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Intrinsic value | 0.22 |
Time value | 0.21 |
Implied volatility | 0.13% |
Leverage | 7.79 |
Delta | 0.67 |
Gamma | 0.03 |
Vega | 0.17 |
Distance to Strike | -2.18 |
Distance to Strike in % | -4.34% |
Average Spread | 2.22% |
Last Best Bid Price | 0.44 CHF |
Last Best Ask Price | 0.45 CHF |
Last Best Bid Volume | 600,000 |
Last Best Ask Volume | 200,000 |
Average Buy Volume | 600,000 |
Average Sell Volume | 200,000 |
Average Buy Value | 266,720 CHF |
Average Sell Value | 90,907 CHF |
Spreads Availability Ratio | 94.59% |
Quote Availability | 94.59% |