SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.750 | ||||
Diff. absolute / % | 0.13 | +20.97% |
Last Price | 0.830 | Volume | 4,000 | |
Time | 14:40:53 | Date | 10/04/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1257347091 |
Valor | 125734709 |
Symbol | STYBJB |
Strike | 122.50 CHF |
Type | Warrants |
Type | Bull |
Ratio | 25.00 |
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 | 0.61 |
Time value | 0.13 |
Implied volatility | 0.45% |
Leverage | 6.78 |
Delta | 0.91 |
Gamma | 0.01 |
Vega | 0.09 |
Distance to Strike | -15.15 |
Distance to Strike in % | -11.01% |
Average Spread | 1.39% |
Last Best Bid Price | 0.61 CHF |
Last Best Ask Price | 0.62 CHF |
Last Best Bid Volume | 300,000 |
Last Best Ask Volume | 50,000 |
Average Buy Volume | 300,000 |
Average Sell Volume | 50,000 |
Average Buy Value | 216,400 CHF |
Average Sell Value | 36,567 CHF |
Spreads Availability Ratio | 98.08% |
Quote Availability | 98.08% |