SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.056 | ||||
Diff. absolute / % | 0.01 | +12.24% |
Last Price | 0.016 | Volume | 18,000 | |
Time | 09:49:03 | Date | 21/03/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1240051776 |
Valor | 124005177 |
Symbol | CLNTJB |
Strike | 14.50 CHF |
Type | Warrants |
Type | Bull |
Ratio | 4.00 |
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 | 0.18% |
Leverage | 30.07 |
Delta | 0.44 |
Gamma | 0.45 |
Vega | 0.02 |
Distance to Strike | 0.13 |
Distance to Strike in % | 0.90% |
Average Spread | 27.18% |
Last Best Bid Price | 0.04 CHF |
Last Best Ask Price | 0.05 CHF |
Last Best Bid Volume | 2,000,000 |
Last Best Ask Volume | 250,000 |
Average Buy Volume | 2,000,000 |
Average Sell Volume | 250,000 |
Average Buy Value | 64,430 CHF |
Average Sell Value | 10,554 CHF |
Spreads Availability Ratio | 99.17% |
Quote Availability | 99.17% |