SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.015 | ||||
Diff. absolute / % | 0.00 | 0.00% |
Last Price | 0.080 | Volume | 10,000 | |
Time | 16:37:23 | Date | 26/03/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1259718349 |
Valor | 125971834 |
Symbol | IDZQJB |
Strike | 8.75 CHF |
Type | Warrants |
Type | Bull |
Ratio | 5.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 11/05/2023 |
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 |
Implied volatility | 2.46% |
Leverage | 1.31 |
Delta | 0.03 |
Gamma | 0.05 |
Vega | 0.00 |
Distance to Strike | 6.84 |
Distance to Strike in % | 358.12% |
Average Spread | 94.88% |
Last Best Bid Price | 0.01 CHF |
Last Best Ask Price | 0.02 CHF |
Last Best Bid Volume | 1,500,000 |
Last Best Ask Volume | 50,000 |
Average Buy Volume | 1,500,000 |
Average Sell Volume | 50,000 |
Average Buy Value | 8,394 CHF |
Average Sell Value | 780 CHF |
Spreads Availability Ratio | 98.28% |
Quote Availability | 98.28% |