SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.910 | ||||
Diff. absolute / % | 0.02 | +2.25% |
Last Price | 0.650 | Volume | 8,000 | |
Time | 10:21:39 | Date | 14/02/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1225604854 |
Valor | 122560485 |
Symbol | FHZBJB |
Strike | 162.8189 CHF |
Type | Warrants |
Type | Bull |
Ratio | 29.60 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 04/01/2023 |
Date of maturity | 21/06/2024 |
Last trading day | 21/06/2024 |
Settlement Type | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Intrinsic value | 0.89 |
Time value | 0.05 |
Implied volatility | 0.38% |
Leverage | 6.57 |
Delta | 0.97 |
Gamma | 0.01 |
Vega | 0.05 |
Distance to Strike | -26.48 |
Distance to Strike in % | -13.99% |
Average Spread | 1.13% |
Last Best Bid Price | 0.89 CHF |
Last Best Ask Price | 0.90 CHF |
Last Best Bid Volume | 225,000 |
Last Best Ask Volume | 75,000 |
Average Buy Volume | 225,000 |
Average Sell Volume | 75,000 |
Average Buy Value | 197,343 CHF |
Average Sell Value | 66,531 CHF |
Spreads Availability Ratio | 99.15% |
Quote Availability | 99.15% |