SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
16.05.24
11:10:00 |
0.080
|
0.090
|
CHF | |
Volume |
1.00 m.
|
500,000
|
Closing prev. day | 0.080 | ||||
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 | CH1249399986 |
Valor | 124939998 |
Symbol | DIYQJB |
Strike | 110.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 40.00 |
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 |
Implied volatility | 0.24% |
Leverage | 14.88 |
Delta | 0.46 |
Gamma | 0.02 |
Vega | 0.24 |
Distance to Strike | 7.28 |
Distance to Strike in % | 7.09% |
Average Spread | 9.49% |
Last Best Bid Price | 0.07 CHF |
Last Best Ask Price | 0.08 CHF |
Last Best Bid Volume | 1,000,000 |
Last Best Ask Volume | 500,000 |
Average Buy Volume | 1,000,000 |
Average Sell Volume | 493,426 |
Average Buy Value | 102,175 CHF |
Average Sell Value | 55,299 CHF |
Spreads Availability Ratio | 99.47% |
Quote Availability | 99.47% |