SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 1.080 | ||||
Diff. absolute / % | 0.04 | +3.85% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1276774028 |
Valor | 127677402 |
Symbol | TOYGJB |
Strike | 55.00 EUR |
Type | Warrants |
Type | Bull |
Ratio | 12.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 03/07/2023 |
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 |
Intrinsic value | 0.96 |
Time value | 0.13 |
Implied volatility | 0.24% |
Leverage | 4.78 |
Delta | 0.93 |
Gamma | 0.01 |
Vega | 0.06 |
Distance to Strike | -11.46 |
Distance to Strike in % | -17.24% |
Average Spread | 0.95% |
Last Best Bid Price | 1.03 CHF |
Last Best Ask Price | 1.04 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 | 469,220 CHF |
Average Sell Value | 157,907 CHF |
Spreads Availability Ratio | 99.34% |
Quote Availability | 99.34% |