SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.090 | ||||
Diff. absolute / % | 0.00 | 0.00% |
Last Price | 0.160 | Volume | 4,000 | |
Time | 09:21:17 | Date | 12/02/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1263880002 |
Valor | 126388000 |
Symbol | ATYFJB |
Strike | 17.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 5.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 23/05/2023 |
Date of maturity | 21/06/2024 |
Last trading day | 21/06/2024 |
Settlement Type | Cash payout |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Intrinsic value | 0.04 |
Time value | 0.09 |
Implied volatility | 0.21% |
Leverage | 16.42 |
Delta | 0.62 |
Gamma | 0.33 |
Vega | 0.02 |
Distance to Strike | -0.22 |
Distance to Strike in % | -1.25% |
Average Spread | 12.96% |
Last Best Bid Price | 0.09 CHF |
Last Best Ask Price | 0.10 CHF |
Last Best Bid Volume | 1,000,000 |
Last Best Ask Volume | 400,000 |
Average Buy Volume | 999,610 |
Average Sell Volume | 399,610 |
Average Buy Value | 72,528 CHF |
Average Sell Value | 32,986 CHF |
Spreads Availability Ratio | 98.18% |
Quote Availability | 98.18% |