SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
17.05.24
09:17:00 |
0.640
|
0.650
|
CHF | |
Volume |
600,000
|
200,000
|
Closing prev. day | 0.690 | ||||
Diff. absolute / % | 0.04 | +6.15% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1257350798 |
Valor | 125735079 |
Symbol | ASYRJB |
Strike | 750.00 EUR |
Type | Warrants |
Type | Bull |
Ratio | 200.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 03/04/2023 |
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 | 0.55 |
Time value | 0.10 |
Implied volatility | 0.28% |
Leverage | 5.68 |
Delta | 0.86 |
Gamma | 0.00 |
Vega | 1.12 |
Distance to Strike | -109.10 |
Distance to Strike in % | -12.70% |
Average Spread | 1.42% |
Last Best Bid Price | 0.69 CHF |
Last Best Ask Price | 0.70 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 | 315,762 CHF |
Average Sell Value | 106,754 CHF |
Spreads Availability Ratio | 99.74% |
Quote Availability | 99.74% |