SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
14.05.24
10:22:00 |
0.710
|
0.720
|
CHF | |
Volume |
450,000
|
150,000
|
Closing prev. day | 0.720 | ||||
Diff. absolute / % | 0.03 | +4.35% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1303724830 |
Valor | 130372483 |
Symbol | UNZJJB |
Strike | 44.00 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 | 0.62 |
Time value | 0.10 |
Implied volatility | 0.08% |
Leverage | 5.58 |
Delta | 0.80 |
Gamma | 0.03 |
Vega | 0.13 |
Distance to Strike | -6.18 |
Distance to Strike in % | -12.32% |
Average Spread | 1.38% |
Last Best Bid Price | 0.72 CHF |
Last Best Ask Price | 0.73 CHF |
Last Best Bid Volume | 450,000 |
Last Best Ask Volume | 150,000 |
Average Buy Volume | 450,000 |
Average Sell Volume | 150,000 |
Average Buy Value | 323,881 CHF |
Average Sell Value | 109,460 CHF |
Spreads Availability Ratio | 94.90% |
Quote Availability | 94.90% |