SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.190 | ||||
Diff. absolute / % | -0.02 | -10.00% |
Last Price | 0.200 | Volume | 100,000 | |
Time | 09:36:27 | Date | 08/05/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1242794886 |
Valor | 124279488 |
Symbol | DAETJB |
Strike | 190.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 50.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 15/02/2023 |
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 | 0.05 |
Time value | 0.13 |
Implied volatility | 0.32% |
Leverage | 12.06 |
Delta | 0.56 |
Gamma | 0.02 |
Vega | 0.26 |
Distance to Strike | -2.40 |
Distance to Strike in % | -1.25% |
Average Spread | 5.38% |
Last Best Bid Price | 0.17 CHF |
Last Best Ask Price | 0.18 CHF |
Last Best Bid Volume | 450,000 |
Last Best Ask Volume | 150,000 |
Average Buy Volume | 449,886 |
Average Sell Volume | 150,000 |
Average Buy Value | 82,168 CHF |
Average Sell Value | 28,897 CHF |
Spreads Availability Ratio | 99.17% |
Quote Availability | 99.17% |