SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.270 | ||||
Diff. absolute / % | 0.01 | +3.85% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1263885597 |
Valor | 126388559 |
Symbol | EOZPJB |
Strike | 12.50 EUR |
Type | Warrants |
Type | Bull |
Ratio | 3.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 06/06/2023 |
Date of maturity | 20/12/2024 |
Last trading day | 20/12/2024 |
Settlement Type | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Intrinsic value | 0.02 |
Time value | 0.25 |
Implied volatility | 0.21% |
Leverage | 8.05 |
Delta | 0.52 |
Gamma | 0.29 |
Vega | 0.04 |
Distance to Strike | -0.05 |
Distance to Strike in % | -0.40% |
Average Spread | 3.69% |
Last Best Bid Price | 0.25 CHF |
Last Best Ask Price | 0.26 CHF |
Last Best Bid Volume | 750,000 |
Last Best Ask Volume | 250,000 |
Average Buy Volume | 750,000 |
Average Sell Volume | 250,000 |
Average Buy Value | 199,557 CHF |
Average Sell Value | 69,019 CHF |
Spreads Availability Ratio | 97.77% |
Quote Availability | 97.77% |