SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.090 | ||||
Diff. absolute / % | -0.02 | -22.22% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1263886777 |
Valor | 126388677 |
Symbol | BAROJB |
Strike | 1,850.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 400.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 08/06/2023 |
Date of maturity | 20/09/2024 |
Last trading day | 20/09/2024 |
Settlement Type | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Implied volatility | 0.33% |
Leverage | 10.69 |
Delta | 0.22 |
Gamma | 0.00 |
Vega | 2.71 |
Distance to Strike | 277.00 |
Distance to Strike in % | 17.61% |
Average Spread | 12.09% |
Last Best Bid Price | 0.08 CHF |
Last Best Ask Price | 0.09 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 | 116,857 CHF |
Average Sell Value | 21,976 CHF |
Spreads Availability Ratio | 98.50% |
Quote Availability | 98.50% |