SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.930 | ||||
Diff. absolute / % | 0.03 | +3.33% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1242786049 |
Valor | 124278604 |
Symbol | HENGJB |
Strike | 65.00 EUR |
Type | Warrants |
Type | Bull |
Ratio | 20.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 25/01/2023 |
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 | 0.90 |
Time value | 0.04 |
Implied volatility | 0.65% |
Leverage | 4.39 |
Delta | 0.99 |
Gamma | 0.00 |
Vega | 0.00 |
Distance to Strike | -18.08 |
Distance to Strike in % | -21.76% |
Average Spread | 1.05% |
Last Best Bid Price | 0.93 CHF |
Last Best Ask Price | 0.94 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 | 424,886 CHF |
Average Sell Value | 143,129 CHF |
Spreads Availability Ratio | 98.07% |
Quote Availability | 98.07% |