SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
30.04.24
16:24:53 |
-
|
-
|
CHF | |
Volume |
-
|
-
|
Closing prev. day | 0.020 | ||||
Diff. absolute / % | -0.01 | -50.00% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1276774069 |
Valor | 127677406 |
Symbol | BMXBJB |
Strike | 130.00 EUR |
Type | Warrants |
Type | Bull |
Ratio | 30.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 03/07/2023 |
Date of maturity | 20/09/2024 |
Last trading day | 20/09/2024 |
Settlement Type | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Implied volatility | 0.21% |
Delta | 0.13 |
Gamma | 0.01 |
Vega | 0.14 |
Distance to Strike | 23.20 |
Distance to Strike in % | 21.72% |
Average Spread | 52.06% |
Last Best Bid Price | 0.01 CHF |
Last Best Ask Price | 0.02 CHF |
Last Best Bid Volume | 1,000,000 |
Last Best Ask Volume | 500,000 |
Average Buy Volume | 1,000,000 |
Average Sell Volume | 500,000 |
Average Buy Value | 14,226 CHF |
Average Sell Value | 12,113 CHF |
Spreads Availability Ratio | 89.65% |
Quote Availability | 89.65% |