SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
15.05.24
14:44:00 |
1.180
|
1.190
|
CHF | |
Volume |
450,000
|
150,000
|
Closing prev. day | 1.130 | ||||
Diff. absolute / % | 0.05 | +4.42% |
Last Price | 2.200 | Volume | 10,000 | |
Time | 13:47:35 | Date | 26/02/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1276772238 |
Valor | 127677223 |
Symbol | UBEYJB |
Strike | 60.00 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 |
Intrinsic value | 0.53 |
Time value | 0.60 |
Implied volatility | 0.38% |
Leverage | 4.14 |
Delta | 0.72 |
Gamma | 0.02 |
Vega | 0.17 |
Distance to Strike | -5.30 |
Distance to Strike in % | -8.12% |
Average Spread | 0.84% |
Last Best Bid Price | 1.12 CHF |
Last Best Ask Price | 1.13 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 | 532,178 CHF |
Average Sell Value | 178,893 CHF |
Spreads Availability Ratio | 99.13% |
Quote Availability | 99.13% |