SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.400 | ||||
Diff. absolute / % | 0.02 | +5.26% |
Last Price | 0.210 | Volume | 90,000 | |
Time | 15:52:50 | Date | 10/04/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1257345947 |
Valor | 125734594 |
Symbol | DAUDJB |
Strike | 175.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 50.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 24/03/2023 |
Date of maturity | 21/06/2024 |
Last trading day | 21/06/2024 |
Settlement Type | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Intrinsic value | 0.35 |
Time value | 0.05 |
Implied volatility | 0.38% |
Leverage | 7.70 |
Delta | 0.80 |
Gamma | 0.01 |
Vega | 0.18 |
Distance to Strike | -17.40 |
Distance to Strike in % | -9.04% |
Average Spread | 2.54% |
Last Best Bid Price | 0.38 CHF |
Last Best Ask Price | 0.39 CHF |
Last Best Bid Volume | 300,000 |
Last Best Ask Volume | 100,000 |
Average Buy Volume | 300,000 |
Average Sell Volume | 100,000 |
Average Buy Value | 117,108 CHF |
Average Sell Value | 40,036 CHF |
Spreads Availability Ratio | 99.17% |
Quote Availability | 99.17% |