SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
21.05.24
10:46:00 |
0.490
|
0.500
|
CHF | |
Volume |
750,000
|
250,000
|
Closing prev. day | 0.490 | ||||
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 | CH1257345210 |
Valor | 125734521 |
Symbol | INYTJB |
Strike | 28.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 10.00 |
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 | 0.41 |
Time value | 0.08 |
Implied volatility | 0.27% |
Leverage | 5.06 |
Delta | 0.77 |
Gamma | 0.04 |
Vega | 0.06 |
Distance to Strike | -4.11 |
Distance to Strike in % | -12.80% |
Average Spread | 2.02% |
Last Best Bid Price | 0.49 CHF |
Last Best Ask Price | 0.50 CHF |
Last Best Bid Volume | 750,000 |
Last Best Ask Volume | 250,000 |
Average Buy Volume | 750,000 |
Average Sell Volume | 250,000 |
Average Buy Value | 368,170 CHF |
Average Sell Value | 125,223 CHF |
Spreads Availability Ratio | 98.82% |
Quote Availability | 98.82% |