SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.230 | ||||
Diff. absolute / % | -0.02 | -8.33% |
Last Price | 0.240 | Volume | 30,000 | |
Time | 17:07:47 | Date | 18/03/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1225602965 |
Valor | 122560296 |
Symbol | TSXTJB |
Strike | 160.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 100.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 28/12/2022 |
Date of maturity | 21/06/2024 |
Last trading day | 21/06/2024 |
Settlement Type | Cash payout |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Intrinsic value | 0.22 |
Time value | 0.02 |
Implied volatility | 0.35% |
Leverage | 5.57 |
Delta | 0.73 |
Gamma | 0.01 |
Vega | 0.22 |
Distance to Strike | -22.14 |
Distance to Strike in % | -12.16% |
Average Spread | 3.93% |
Last Best Bid Price | 0.23 CHF |
Last Best Ask Price | 0.24 CHF |
Last Best Bid Volume | 1,000,000 |
Last Best Ask Volume | 400,000 |
Average Buy Volume | 1,000,000 |
Average Sell Volume | 400,000 |
Average Buy Value | 250,629 CHF |
Average Sell Value | 104,252 CHF |
Spreads Availability Ratio | 98.71% |
Quote Availability | 98.71% |