SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.100 | ||||
Diff. absolute / % | 0.00 | 0.00% |
Last Price | 0.120 | Volume | 16,900 | |
Time | 16:51:44 | Date | 21/03/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1242800998 |
Valor | 124280099 |
Symbol | BAQMJB |
Strike | 60.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 15.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 08/03/2023 |
Date of maturity | 20/12/2024 |
Last trading day | 20/12/2024 |
Settlement Type | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Implied volatility | 0.33% |
Leverage | 5.61 |
Delta | 0.17 |
Gamma | 0.02 |
Vega | 0.10 |
Distance to Strike | 10.88 |
Distance to Strike in % | 22.15% |
Average Spread | 10.89% |
Last Best Bid Price | 0.09 CHF |
Last Best Ask Price | 0.10 CHF |
Last Best Bid Volume | 1,500,000 |
Last Best Ask Volume | 300,000 |
Average Buy Volume | 1,500,000 |
Average Sell Volume | 300,000 |
Average Buy Value | 130,536 CHF |
Average Sell Value | 29,107 CHF |
Spreads Availability Ratio | 98.35% |
Quote Availability | 98.35% |