SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
29.04.24
14:31:00 |
0.830
|
0.840
|
CHF | |
Volume |
450,000
|
150,000
|
Closing prev. day | 0.830 | ||||
Diff. absolute / % | 0.00 | 0.00% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1249397071 |
Valor | 124939707 |
Symbol | NFLCJB |
Strike | 440.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 150.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 23/03/2023 |
Date of maturity | 20/09/2024 |
Last trading day | 20/09/2024 |
Settlement Type | Cash payout |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Intrinsic value | 0.81 |
Time value | 0.02 |
Leverage | 3.84 |
Delta | 0.85 |
Gamma | 0.00 |
Vega | 0.82 |
Distance to Strike | -121.08 |
Distance to Strike in % | -21.58% |
Average Spread | 1.17% |
Last Best Bid Price | 0.82 CHF |
Last Best Ask Price | 0.83 CHF |
Last Best Bid Volume | 600,000 |
Last Best Ask Volume | 200,000 |
Average Buy Volume | 479,428 |
Average Sell Volume | 159,809 |
Average Buy Value | 407,120 CHF |
Average Sell Value | 137,305 CHF |
Spreads Availability Ratio | 99.42% |
Quote Availability | 99.42% |