SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
08.05.24
09:07:00 |
0.130
|
0.140
|
CHF | |
Volume |
1.00 m.
|
400,000
|
Closing prev. day | 0.140 | ||||
Diff. absolute / % | 0.00 | 0.00% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1276772113 |
Valor | 127677211 |
Symbol | KHZLJB |
Strike | 38.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 10.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 29/06/2023 |
Date of maturity | 20/12/2024 |
Last trading day | 20/12/2024 |
Settlement Type | Cash payout |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Implied volatility | 0.17% |
Leverage | 13.26 |
Delta | 0.48 |
Gamma | 0.05 |
Vega | 0.11 |
Distance to Strike | 2.20 |
Distance to Strike in % | 6.15% |
Average Spread | 6.98% |
Last Best Bid Price | 0.13 CHF |
Last Best Ask Price | 0.14 CHF |
Last Best Bid Volume | 1,000,000 |
Last Best Ask Volume | 400,000 |
Average Buy Volume | 1,000,000 |
Average Sell Volume | 400,000 |
Average Buy Value | 138,290 CHF |
Average Sell Value | 59,316 CHF |
Spreads Availability Ratio | 99.20% |
Quote Availability | 99.20% |