Login
Call-Warrant
Symbol:
TEYCJB
ISIN:
CH1272329934
Issuer:
Bank Julius Bär
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
16.05.24
15:33:00 |
|
0.357
|
0.367
|
CHF |
| Volume |
450,000
|
150,000
|
||
Performance
| Closing prev. day | 0.360 | ||||
| Diff. absolute / % | -0.00 | -0.56% | |||
Determined prices
| Last Price | - | Volume | - | |
| Time | - | Date | - |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call-Warrant |
| ISIN | CH1272329934 |
| Valor | 127232993 |
| Symbol | TEYCJB |
| Strike | 330.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 125.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 21/06/2023 |
| 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 |
Key data
| Intrinsic value | 0.10 |
| Time value | 0.25 |
| Implied volatility | 0.37% |
| Leverage | 4.72 |
| Delta | 0.61 |
| Gamma | 0.00 |
| Vega | 1.01 |
| Distance to Strike | -12.60 |
| Distance to Strike in % | -3.68% |
market maker quality Date: 15/05/2024
| Average Spread | 2.82% |
| Last Best Bid Price | 0.36 CHF |
| Last Best Ask Price | 0.37 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 | 157,112 CHF |
| Average Sell Value | 53,871 CHF |
| Spreads Availability Ratio | 99.12% |
| Quote Availability | 99.12% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)