SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
08.05.24
13:15:00 |
0.280
|
0.290
|
CHF | |
Volume |
750,000
|
250,000
|
Closing prev. day | 0.320 | ||||
Diff. absolute / % | -0.04 | -12.50% |
Last Price | 0.430 | Volume | 150,000 | |
Time | 09:54:24 | Date | 05/03/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1240053699 |
Valor | 124005369 |
Symbol | LISGJB |
Strike | 9,750.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 3,000.00 |
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 | 0.24 |
Time value | 0.03 |
Implied volatility | 0.25% |
Leverage | 11.13 |
Delta | 0.86 |
Gamma | 0.00 |
Vega | 8.04 |
Distance to Strike | -730.00 |
Distance to Strike in % | -6.97% |
Average Spread | 3.26% |
Last Best Bid Price | 0.32 CHF |
Last Best Ask Price | 0.33 CHF |
Last Best Bid Volume | 750,000 |
Last Best Ask Volume | 250,000 |
Average Buy Volume | 750,000 |
Average Sell Volume | 250,000 |
Average Buy Value | 226,399 CHF |
Average Sell Value | 77,966 CHF |
Spreads Availability Ratio | 94.71% |
Quote Availability | 94.71% |