SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
10.05.24
09:19:00 |
0.520
|
0.530
|
CHF | |
Volume |
750,000
|
100,000
|
Closing prev. day | 0.450 | ||||
Diff. absolute / % | 0.02 | +4.65% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1263887759 |
Valor | 126388775 |
Symbol | KNYVJB |
Strike | 240.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 50.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 09/06/2023 |
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 |
Delta | 0.61 |
Gamma | 0.01 |
Vega | 0.74 |
Distance to Strike | -10.50 |
Distance to Strike in % | -4.19% |
Average Spread | 2.27% |
Last Best Bid Price | 0.45 CHF |
Last Best Ask Price | 0.46 CHF |
Last Best Bid Volume | 900,000 |
Last Best Ask Volume | 100,000 |
Average Buy Volume | 900,000 |
Average Sell Volume | 100,000 |
Average Buy Value | 391,489 CHF |
Average Sell Value | 44,499 CHF |
Spreads Availability Ratio | 99.17% |
Quote Availability | 99.17% |