SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.427 | ||||
Diff. absolute / % | -0.11 | -24.24% |
Last Price | 0.490 | Volume | 10,000 | |
Time | 15:43:42 | Date | 21/02/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1272326435 |
Valor | 127232643 |
Symbol | SWOUJB |
Strike | 14.50 CHF |
Type | Warrants |
Type | Bull |
Ratio | 7.00 |
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 |
Intrinsic value | 0.21 |
Time value | 0.21 |
Implied volatility | 0.48% |
Leverage | 3.89 |
Delta | 0.72 |
Gamma | 0.11 |
Vega | 0.04 |
Distance to Strike | -1.46 |
Distance to Strike in % | -9.15% |
Average Spread | 2.19% |
Last Best Bid Price | 0.45 CHF |
Last Best Ask Price | 0.46 CHF |
Last Best Bid Volume | 450,000 |
Last Best Ask Volume | 150,000 |
Average Buy Volume | 450,000 |
Average Sell Volume | 150,000 |
Average Buy Value | 203,080 CHF |
Average Sell Value | 69,194 CHF |
Spreads Availability Ratio | 98.75% |
Quote Availability | 98.75% |