SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
17.05.24
11:09:00 |
0.750
|
0.760
|
CHF | |
Volume |
600,000
|
200,000
|
Closing prev. day | 0.800 | ||||
Diff. absolute / % | -0.06 | -7.50% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1263886181 |
Valor | 126388618 |
Symbol | ASZUJB |
Strike | 750.00 EUR |
Type | Warrants |
Type | Bull |
Ratio | 200.00 |
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 | 0.55 |
Time value | 0.19 |
Implied volatility | 0.29% |
Leverage | 4.75 |
Delta | 0.82 |
Gamma | 0.00 |
Vega | 1.75 |
Distance to Strike | -109.10 |
Distance to Strike in % | -12.70% |
Average Spread | 1.23% |
Last Best Bid Price | 0.80 CHF |
Last Best Ask Price | 0.81 CHF |
Last Best Bid Volume | 600,000 |
Last Best Ask Volume | 200,000 |
Average Buy Volume | 600,000 |
Average Sell Volume | 200,000 |
Average Buy Value | 485,600 CHF |
Average Sell Value | 163,867 CHF |
Spreads Availability Ratio | 99.54% |
Quote Availability | 99.54% |