SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.870 | ||||
Diff. absolute / % | 0.11 | +14.10% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1327233990 |
Valor | 132723399 |
Symbol | WMZYJB |
Strike | 60.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 10.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 04/03/2024 |
Date of maturity | 20/06/2025 |
Last trading day | 20/06/2025 |
Settlement Type | Cash payout |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Intrinsic value | 0.43 |
Time value | 0.45 |
Implied volatility | 0.16% |
Leverage | 5.27 |
Delta | 0.72 |
Gamma | 0.02 |
Vega | 0.22 |
Distance to Strike | -4.29 |
Distance to Strike in % | -6.67% |
Average Spread | 1.43% |
Last Best Bid Price | 0.78 CHF |
Last Best Ask Price | 0.79 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 | 319,075 CHF |
Average Sell Value | 107,858 CHF |
Spreads Availability Ratio | 92.33% |
Quote Availability | 92.33% |