SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
02.05.24
11:33:00 |
2.350
|
2.360
|
CHF | |
Volume |
225,000
|
75,000
|
Closing prev. day | 2.480 | ||||
Diff. absolute / % | -0.13 | -5.24% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1242785116 |
Valor | 124278511 |
Symbol | ESYKJB |
Strike | 4,400.00 Points |
Type | Warrants |
Type | Bull |
Ratio | 200.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | European |
Currency | Swiss Franc |
First Trading Date | 24/01/2023 |
Date of maturity | 21/06/2024 |
Last trading day | 21/06/2024 |
Settlement Type | Cash payout |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Leverage | 10.32 |
Delta | 0.99 |
Gamma | 0.00 |
Vega | 0.32 |
Distance to Strike | -521.22 |
Distance to Strike in % | -10.59% |
Average Spread | 0.35% |
Last Best Bid Price | 2.76 CHF |
Last Best Ask Price | 2.77 CHF |
Last Best Bid Volume | 225,000 |
Last Best Ask Volume | 75,000 |
Average Buy Volume | 225,000 |
Average Sell Volume | 75,000 |
Average Buy Value | 637,558 CHF |
Average Sell Value | 213,269 CHF |
Spreads Availability Ratio | 97.92% |
Quote Availability | 97.92% |