SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
29.04.24
13:47:00 |
1.040
|
1.050
|
CHF | |
Volume |
450,000
|
150,000
|
Closing prev. day | 1.040 | ||||
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 | CH1257352901 |
Valor | 125735290 |
Symbol | NFLAJB |
Strike | 400.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 150.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 13/04/2023 |
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 |
Leverage | 3.26 |
Delta | 0.91 |
Gamma | 0.00 |
Vega | 0.55 |
Distance to Strike | -161.08 |
Distance to Strike in % | -28.71% |
Average Spread | 0.93% |
Last Best Bid Price | 1.03 CHF |
Last Best Ask Price | 1.04 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 | 479,209 CHF |
Average Sell Value | 161,236 CHF |
Spreads Availability Ratio | 99.42% |
Quote Availability | 99.42% |