SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
30.04.24
15:49:00 |
0.410
|
0.420
|
CHF | |
Volume |
450,000
|
150,000
|
Closing prev. day | 0.600 | ||||
Diff. absolute / % | -0.19 | -31.67% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1242072853 |
Valor | 124207285 |
Symbol | BMWXJB |
Strike | 92.00 EUR |
Type | Warrants |
Type | Bull |
Ratio | 25.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 09/01/2023 |
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 |
Leverage | 9.31 |
Delta | 0.96 |
Gamma | 0.02 |
Vega | 0.03 |
Distance to Strike | -14.80 |
Distance to Strike in % | -13.86% |
Average Spread | 1.65% |
Last Best Bid Price | 0.60 CHF |
Last Best Ask Price | 0.61 CHF |
Last Best Bid Volume | 450,000 |
Last Best Ask Volume | 150,000 |
Average Buy Volume | 450,000 |
Average Sell Volume | 150,000 |
Average Buy Value | 270,501 CHF |
Average Sell Value | 91,667 CHF |
Spreads Availability Ratio | 89.62% |
Quote Availability | 89.62% |