SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.300 | ||||
Diff. absolute / % | 0.07 | +29.17% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1327236050 |
Valor | 132723605 |
Symbol | WMYBJB |
Strike | 70.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 10.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 08/03/2024 |
Date of maturity | 21/03/2025 |
Last trading day | 21/03/2025 |
Settlement Type | Cash payout |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Implied volatility | 0.18% |
Leverage | 10.32 |
Delta | 0.48 |
Gamma | 0.03 |
Vega | 0.23 |
Distance to Strike | 5.71 |
Distance to Strike in % | 8.88% |
Average Spread | 4.76% |
Last Best Bid Price | 0.24 CHF |
Last Best Ask Price | 0.25 CHF |
Last Best Bid Volume | 750,000 |
Last Best Ask Volume | 250,000 |
Average Buy Volume | 801,878 |
Average Sell Volume | 267,293 |
Average Buy Value | 168,191 CHF |
Average Sell Value | 58,737 CHF |
Spreads Availability Ratio | 92.36% |
Quote Availability | 92.36% |