SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.106 | ||||
Diff. absolute / % | -0.02 | -17.24% |
Last Price | 0.116 | Volume | 200,000 | |
Time | 12:28:41 | Date | 25/04/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1240056536 |
Valor | 124005653 |
Symbol | SCMOJB |
Strike | 525.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 80.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 06/01/2023 |
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 | 0.21% |
Leverage | 22.28 |
Delta | 0.33 |
Gamma | 0.01 |
Vega | 0.71 |
Distance to Strike | 20.50 |
Distance to Strike in % | 4.06% |
Average Spread | 9.10% |
Last Best Bid Price | 0.10 CHF |
Last Best Ask Price | 0.11 CHF |
Last Best Bid Volume | 500,000 |
Last Best Ask Volume | 500,000 |
Average Buy Volume | 698,896 |
Average Sell Volume | 490,247 |
Average Buy Value | 74,810 CHF |
Average Sell Value | 56,391 CHF |
Spreads Availability Ratio | 97.44% |
Quote Availability | 97.44% |