SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 1.100 | ||||
Diff. absolute / % | -0.01 | -0.90% |
Last Price | 1.260 | Volume | 8,000 | |
Time | 16:51:22 | Date | 11/03/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1249399382 |
Valor | 124939938 |
Symbol | ASYQJB |
Strike | 650.00 EUR |
Type | Warrants |
Type | Bull |
Ratio | 200.00 |
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 | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Intrinsic value | 1.05 |
Time value | 0.04 |
Implied volatility | 0.30% |
Leverage | 3.86 |
Delta | 0.98 |
Gamma | 0.00 |
Vega | 0.25 |
Distance to Strike | -209.10 |
Distance to Strike in % | -24.34% |
Average Spread | 0.89% |
Last Best Bid Price | 1.11 CHF |
Last Best Ask Price | 1.12 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 | 504,937 CHF |
Average Sell Value | 169,812 CHF |
Spreads Availability Ratio | 99.74% |
Quote Availability | 99.74% |