SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.250 | ||||
Diff. absolute / % | 0.02 | +9.09% |
Last Price | 0.260 | Volume | 22,000 | |
Time | 13:54:19 | Date | 08/05/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1242075237 |
Valor | 124207523 |
Symbol | TOTZJB |
Strike | 64.00 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 |
Intrinsic value | 0.16 |
Time value | 0.08 |
Implied volatility | 0.27% |
Leverage | 14.23 |
Delta | 0.77 |
Gamma | 0.08 |
Vega | 0.06 |
Distance to Strike | -2.46 |
Distance to Strike in % | -3.70% |
Average Spread | 4.44% |
Last Best Bid Price | 0.21 CHF |
Last Best Ask Price | 0.22 CHF |
Last Best Bid Volume | 450,000 |
Last Best Ask Volume | 150,000 |
Average Buy Volume | 455,693 |
Average Sell Volume | 151,898 |
Average Buy Value | 100,825 CHF |
Average Sell Value | 35,127 CHF |
Spreads Availability Ratio | 99.31% |
Quote Availability | 99.31% |