SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
30.04.24
11:59:00 |
1.070
|
1.080
|
CHF | |
Volume |
300,000
|
100,000
|
Closing prev. day | 1.100 | ||||
Diff. absolute / % | -0.03 | -2.73% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1242787203 |
Valor | 124278720 |
Symbol | MUZEJB |
Strike | 350.00 EUR |
Type | Warrants |
Type | Bull |
Ratio | 60.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 27/01/2023 |
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 | 1.07 |
Time value | 0.03 |
Implied volatility | 0.35% |
Leverage | 6.00 |
Delta | 0.96 |
Gamma | 0.00 |
Vega | 0.14 |
Distance to Strike | -64.30 |
Distance to Strike in % | -15.52% |
Average Spread | 0.90% |
Last Best Bid Price | 1.10 CHF |
Last Best Ask Price | 1.11 CHF |
Last Best Bid Volume | 300,000 |
Last Best Ask Volume | 100,000 |
Average Buy Volume | 300,000 |
Average Sell Volume | 100,000 |
Average Buy Value | 331,633 CHF |
Average Sell Value | 111,544 CHF |
Spreads Availability Ratio | 97.83% |
Quote Availability | 97.83% |