SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
03.05.24
09:50:00 |
2.260
|
2.270
|
CHF | |
Volume |
450,000
|
100,000
|
Closing prev. day | 2.270 | ||||
Diff. absolute / % | 0.03 | +1.34% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1225607956 |
Valor | 122560795 |
Symbol | HOLFJB |
Strike | 55.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 10.00 |
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 |
Intrinsic value | 2.26 |
Time value | 0.04 |
Implied volatility | 0.71% |
Leverage | 3.37 |
Delta | 1.00 |
Distance to Strike | -22.62 |
Distance to Strike in % | -29.14% |
Average Spread | 0.44% |
Last Best Bid Price | 2.27 CHF |
Last Best Ask Price | 2.28 CHF |
Last Best Bid Volume | 450,000 |
Last Best Ask Volume | 100,000 |
Average Buy Volume | 450,000 |
Average Sell Volume | 100,000 |
Average Buy Value | 1,015,690 CHF |
Average Sell Value | 226,709 CHF |
Spreads Availability Ratio | 99.36% |
Quote Availability | 99.36% |