SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.620 | ||||
Diff. absolute / % | -0.04 | -6.15% |
Last Price | 0.670 | Volume | 1,000 | |
Time | 16:00:30 | Date | 02/04/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1276777492 |
Valor | 127677749 |
Symbol | SFZCJB |
Strike | 850.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 150.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 20/07/2023 |
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 | 0.07 |
Time value | 0.54 |
Implied volatility | 0.31% |
Leverage | 5.63 |
Delta | 0.60 |
Gamma | 0.00 |
Vega | 2.63 |
Distance to Strike | -10.00 |
Distance to Strike in % | -1.16% |
Average Spread | 1.46% |
Last Best Bid Price | 0.64 CHF |
Last Best Ask Price | 0.65 CHF |
Last Best Bid Volume | 300,000 |
Last Best Ask Volume | 100,000 |
Average Buy Volume | 300,000 |
Average Sell Volume | 100,000 |
Average Buy Value | 203,757 CHF |
Average Sell Value | 68,919 CHF |
Spreads Availability Ratio | 99.36% |
Quote Availability | 99.36% |