SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.100 | ||||
Diff. absolute / % | 0.00 | 0.00% |
Last Price | 0.130 | Volume | 10,000 | |
Time | 17:01:13 | Date | 22/02/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1263889292 |
Valor | 126388929 |
Symbol | SGSBJB |
Strike | 92.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 20.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 12/06/2023 |
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 |
Implied volatility | 0.22% |
Leverage | 5.08 |
Delta | 0.12 |
Gamma | 0.02 |
Vega | 0.13 |
Distance to Strike | 9.66 |
Distance to Strike in % | 11.73% |
Average Spread | 10.53% |
Last Best Bid Price | 0.09 CHF |
Last Best Ask Price | 0.10 CHF |
Last Best Bid Volume | 1,000,000 |
Last Best Ask Volume | 350,000 |
Average Buy Volume | 1,000,000 |
Average Sell Volume | 350,000 |
Average Buy Value | 90,000 CHF |
Average Sell Value | 35,000 CHF |
Spreads Availability Ratio | 99.15% |
Quote Availability | 99.15% |