SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.080 | ||||
Diff. absolute / % | 0.00 | 0.00% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1242075229 |
Valor | 124207522 |
Symbol | TOTYJB |
Strike | 68.00 EUR |
Type | Warrants |
Type | Bull |
Ratio | 15.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 10/01/2023 |
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 | 0.23% |
Leverage | 20.55 |
Delta | 0.37 |
Gamma | 0.10 |
Vega | 0.08 |
Distance to Strike | 1.54 |
Distance to Strike in % | 2.32% |
Average Spread | 13.77% |
Last Best Bid Price | 0.07 CHF |
Last Best Ask Price | 0.08 CHF |
Last Best Bid Volume | 900,000 |
Last Best Ask Volume | 300,000 |
Average Buy Volume | 892,962 |
Average Sell Volume | 299,932 |
Average Buy Value | 60,980 CHF |
Average Sell Value | 23,463 CHF |
Spreads Availability Ratio | 99.28% |
Quote Availability | 99.28% |