SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.090 | ||||
Diff. absolute / % | 0.00 | 0.00% |
Last Price | 0.100 | Volume | 20,000 | |
Time | 15:46:07 | Date | 23/04/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1225607097 |
Valor | 122560709 |
Symbol | BAEBJB |
Strike | 52.50 CHF |
Type | Warrants |
Type | Bull |
Ratio | 12.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 05/01/2023 |
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 |
Implied volatility | 0.33% |
Leverage | 11.79 |
Delta | 0.26 |
Gamma | 0.06 |
Vega | 0.06 |
Distance to Strike | 3.38 |
Distance to Strike in % | 6.88% |
Average Spread | 12.70% |
Last Best Bid Price | 0.07 CHF |
Last Best Ask Price | 0.08 CHF |
Last Best Bid Volume | 300,000 |
Last Best Ask Volume | 300,000 |
Average Buy Volume | 300,349 |
Average Sell Volume | 300,000 |
Average Buy Value | 22,248 CHF |
Average Sell Value | 25,224 CHF |
Spreads Availability Ratio | 98.35% |
Quote Availability | 98.35% |