SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.420 | ||||
Diff. absolute / % | 0.05 | +13.51% |
Last Price | 0.570 | Volume | 10,000 | |
Time | 10:31:14 | Date | 22/03/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1263889102 |
Valor | 126388910 |
Symbol | STZVJB |
Strike | 145.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 25.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 12/06/2023 |
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 | 0.38% |
Leverage | 5.32 |
Delta | 0.40 |
Gamma | 0.02 |
Vega | 0.34 |
Distance to Strike | 7.35 |
Distance to Strike in % | 5.34% |
Average Spread | 2.40% |
Last Best Bid Price | 0.36 CHF |
Last Best Ask Price | 0.37 CHF |
Last Best Bid Volume | 600,000 |
Last Best Ask Volume | 200,000 |
Average Buy Volume | 493,746 |
Average Sell Volume | 164,582 |
Average Buy Value | 202,204 CHF |
Average Sell Value | 69,047 CHF |
Spreads Availability Ratio | 98.09% |
Quote Availability | 98.09% |