SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 1.170 | ||||
Diff. absolute / % | -0.05 | -4.10% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1308928501 |
Valor | 130892850 |
Symbol | HELHJB |
Strike | 115.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 30.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 20/12/2023 |
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 | 1.04 |
Time value | 0.05 |
Implied volatility | 0.41% |
Leverage | 4.47 |
Delta | 1.00 |
Distance to Strike | -31.20 |
Distance to Strike in % | -21.34% |
Average Spread | 0.85% |
Last Best Bid Price | 1.16 CHF |
Last Best Ask Price | 1.17 CHF |
Last Best Bid Volume | 750,000 |
Last Best Ask Volume | 100,000 |
Average Buy Volume | 750,000 |
Average Sell Volume | 100,000 |
Average Buy Value | 877,843 CHF |
Average Sell Value | 118,046 CHF |
Spreads Availability Ratio | 93.26% |
Quote Availability | 93.26% |