SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.220 | ||||
Diff. absolute / % | -0.02 | -8.70% |
Last Price | 0.240 | Volume | 5,000 | |
Time | 17:06:38 | Date | 03/04/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1272328183 |
Valor | 127232818 |
Symbol | BEZUJB |
Strike | 450.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 100.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 20/06/2023 |
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 | 0.27% |
Leverage | 7.96 |
Delta | 0.38 |
Gamma | 0.01 |
Vega | 0.98 |
Distance to Strike | 13.00 |
Distance to Strike in % | 2.97% |
Average Spread | 4.28% |
Last Best Bid Price | 0.22 CHF |
Last Best Ask Price | 0.23 CHF |
Last Best Bid Volume | 750,000 |
Last Best Ask Volume | 150,000 |
Average Buy Volume | 750,000 |
Average Sell Volume | 150,000 |
Average Buy Value | 171,734 CHF |
Average Sell Value | 35,847 CHF |
Spreads Availability Ratio | 99.17% |
Quote Availability | 99.17% |