SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
29.04.24
16:01:00 |
0.490
|
0.500
|
CHF | |
Volume |
450,000
|
150,000
|
Closing prev. day | 0.480 | ||||
Diff. absolute / % | 0.02 | +4.17% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1242788813 |
Valor | 124278881 |
Symbol | SIYXJB |
Strike | 160.00 EUR |
Type | Warrants |
Type | Bull |
Ratio | 40.00 |
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 | 0.44 |
Time value | 0.06 |
Implied volatility | 0.34% |
Leverage | 8.37 |
Delta | 0.94 |
Gamma | 0.01 |
Vega | 0.07 |
Distance to Strike | -17.62 |
Distance to Strike in % | -9.92% |
Average Spread | 2.20% |
Last Best Bid Price | 0.48 CHF |
Last Best Ask Price | 0.49 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 | 202,742 CHF |
Average Sell Value | 69,081 CHF |
Spreads Availability Ratio | 98.87% |
Quote Availability | 98.87% |