SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.080 | ||||
Diff. absolute / % | 0.01 | +12.50% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1276772444 |
Valor | 127677244 |
Symbol | KHZZJB |
Strike | 36.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 8.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 29/06/2023 |
Date of maturity | 21/06/2024 |
Last trading day | 21/06/2024 |
Settlement Type | Cash payout |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Intrinsic value | 0.01 |
Time value | 0.08 |
Implied volatility | 0.14% |
Leverage | 27.30 |
Delta | 0.55 |
Gamma | 0.11 |
Vega | 0.05 |
Distance to Strike | -0.04 |
Distance to Strike in % | -0.11% |
Average Spread | 11.60% |
Last Best Bid Price | 0.07 CHF |
Last Best Ask Price | 0.08 CHF |
Last Best Bid Volume | 750,000 |
Last Best Ask Volume | 250,000 |
Average Buy Volume | 749,386 |
Average Sell Volume | 249,795 |
Average Buy Value | 60,924 CHF |
Average Sell Value | 22,806 CHF |
Spreads Availability Ratio | 99.23% |
Quote Availability | 99.23% |