SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
29.04.24
16:24:00 |
0.680
|
0.690
|
CHF | |
Volume |
600,000
|
200,000
|
Closing prev. day | 0.680 | ||||
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 | CH1276774762 |
Valor | 127677476 |
Symbol | SIXAJB |
Strike | 160.00 EUR |
Type | Warrants |
Type | Bull |
Ratio | 40.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 05/07/2023 |
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 |
Delta | 0.80 |
Gamma | 0.01 |
Vega | 0.38 |
Distance to Strike | -17.62 |
Distance to Strike in % | -9.92% |
Average Spread | 1.53% |
Last Best Bid Price | 0.68 CHF |
Last Best Ask Price | 0.69 CHF |
Last Best Bid Volume | 600,000 |
Last Best Ask Volume | 200,000 |
Average Buy Volume | 600,000 |
Average Sell Volume | 200,000 |
Average Buy Value | 389,568 CHF |
Average Sell Value | 131,856 CHF |
Spreads Availability Ratio | 98.81% |
Quote Availability | 98.81% |