SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
21.05.24
16:28:00 |
0.460
|
0.470
|
CHF | |
Volume |
600,000
|
200,000
|
Closing prev. day | 0.470 | ||||
Diff. absolute / % | -0.01 | -2.13% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1240059860 |
Valor | 124005986 |
Symbol | INYGJB |
Strike | 27.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 10.00 |
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 | Cash payout |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Delta | 0.93 |
Gamma | 0.03 |
Vega | 0.01 |
Distance to Strike | -5.11 |
Distance to Strike in % | -15.91% |
Average Spread | 2.08% |
Last Best Bid Price | 0.47 CHF |
Last Best Ask Price | 0.48 CHF |
Last Best Bid Volume | 600,000 |
Last Best Ask Volume | 200,000 |
Average Buy Volume | 600,000 |
Average Sell Volume | 200,000 |
Average Buy Value | 284,882 CHF |
Average Sell Value | 96,961 CHF |
Spreads Availability Ratio | 70.13% |
Quote Availability | 98.70% |