SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.070 | ||||
Diff. absolute / % | -0.02 | -28.57% |
Last Price | 0.080 | Volume | 1,500 | |
Time | 14:37:29 | Date | 25/04/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1240052808 |
Valor | 124005280 |
Symbol | TEMHJB |
Strike | 65.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 20.00 |
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 | 0.48% |
Leverage | 19.15 |
Delta | 0.34 |
Gamma | 0.02 |
Vega | 0.08 |
Distance to Strike | 8.90 |
Distance to Strike in % | 15.86% |
Average Spread | 15.61% |
Last Best Bid Price | 0.06 CHF |
Last Best Ask Price | 0.07 CHF |
Last Best Bid Volume | 900,000 |
Last Best Ask Volume | 300,000 |
Average Buy Volume | 900,000 |
Average Sell Volume | 300,000 |
Average Buy Value | 53,288 CHF |
Average Sell Value | 20,763 CHF |
Spreads Availability Ratio | 99.24% |
Quote Availability | 99.24% |