SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.400 | ||||
Diff. absolute / % | 0.08 | +24.24% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1327232430 |
Valor | 132723243 |
Symbol | WMZSJB |
Strike | 65.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 10.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 28/02/2024 |
Date of maturity | 20/12/2024 |
Last trading day | 20/12/2024 |
Settlement Type | Cash payout |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Implied volatility | 0.17% |
Leverage | 9.30 |
Delta | 0.58 |
Gamma | 0.03 |
Vega | 0.19 |
Distance to Strike | 0.71 |
Distance to Strike in % | 1.10% |
Average Spread | 3.61% |
Last Best Bid Price | 0.33 CHF |
Last Best Ask Price | 0.34 CHF |
Last Best Bid Volume | 600,000 |
Last Best Ask Volume | 200,000 |
Average Buy Volume | 622,708 |
Average Sell Volume | 207,569 |
Average Buy Value | 173,770 CHF |
Average Sell Value | 59,999 CHF |
Spreads Availability Ratio | 92.35% |
Quote Availability | 92.35% |