SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.250 | ||||
Diff. absolute / % | 0.01 | +4.17% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1242788557 |
Valor | 124278855 |
Symbol | DBZBJB |
Strike | 14.00 EUR |
Type | Warrants |
Type | Bull |
Ratio | 5.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 31/01/2023 |
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 | 0.21 |
Time value | 0.04 |
Implied volatility | 0.28% |
Leverage | 8.41 |
Delta | 0.70 |
Gamma | 0.13 |
Vega | 0.02 |
Distance to Strike | -1.04 |
Distance to Strike in % | -6.91% |
Average Spread | 4.08% |
Last Best Bid Price | 0.24 CHF |
Last Best Ask Price | 0.25 CHF |
Last Best Bid Volume | 600,000 |
Last Best Ask Volume | 200,000 |
Average Buy Volume | 600,000 |
Average Sell Volume | 200,000 |
Average Buy Value | 144,361 CHF |
Average Sell Value | 50,121 CHF |
Spreads Availability Ratio | 99.12% |
Quote Availability | 99.12% |