SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.077 | ||||
Diff. absolute / % | 0.00 | 0.00% |
Last Price | 0.084 | Volume | 60,000 | |
Time | 10:10:21 | Date | 24/04/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1272326500 |
Valor | 127232650 |
Symbol | IDYVJB |
Strike | 8.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 4.00 |
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 | 2.13% |
Leverage | 1.42 |
Delta | 0.22 |
Gamma | 0.14 |
Vega | 0.00 |
Distance to Strike | 6.09 |
Distance to Strike in % | 318.85% |
Average Spread | 13.77% |
Last Best Bid Price | 0.07 CHF |
Last Best Ask Price | 0.08 CHF |
Last Best Bid Volume | 1,500,000 |
Last Best Ask Volume | 50,000 |
Average Buy Volume | 1,500,000 |
Average Sell Volume | 50,000 |
Average Buy Value | 101,536 CHF |
Average Sell Value | 3,885 CHF |
Spreads Availability Ratio | 98.27% |
Quote Availability | 98.27% |