SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.052 | ||||
Diff. absolute / % | 0.01 | +29.27% |
Last Price | 0.080 | Volume | 7,500 | |
Time | 09:23:41 | Date | 21/02/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1263883246 |
Valor | 126388324 |
Symbol | OEZIJB |
Strike | 4.50 CHF |
Type | Warrants |
Type | Bull |
Ratio | 2.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 05/06/2023 |
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 | 0.42% |
Leverage | 3.64 |
Delta | 0.10 |
Gamma | 0.69 |
Vega | 0.00 |
Distance to Strike | 0.30 |
Distance to Strike in % | 7.24% |
Average Spread | 27.68% |
Last Best Bid Price | 0.03 CHF |
Last Best Ask Price | 0.04 CHF |
Last Best Bid Volume | 1,500,000 |
Last Best Ask Volume | 250,000 |
Average Buy Volume | 1,500,000 |
Average Sell Volume | 250,000 |
Average Buy Value | 46,802 CHF |
Average Sell Value | 10,300 CHF |
Spreads Availability Ratio | 99.36% |
Quote Availability | 99.36% |