SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.450 | ||||
Diff. absolute / % | -0.02 | -4.35% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1276780728 |
Valor | 127678072 |
Symbol | SMMIJB |
Strike | 2,700.00 Points |
Type | Warrants |
Type | Bull |
Ratio | 250.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | European |
Currency | Swiss Franc |
First Trading Date | 27/07/2023 |
Date of maturity | 20/12/2024 |
Last trading day | 20/12/2024 |
Settlement Type | Cash payout |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Implied volatility | 0.16% |
Leverage | 10.65 |
Delta | 0.44 |
Gamma | 0.00 |
Vega | 8.05 |
Distance to Strike | 58.01 |
Distance to Strike in % | 2.20% |
Average Spread | 2.13% |
Last Best Bid Price | 0.46 CHF |
Last Best Ask Price | 0.47 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 | 208,949 CHF |
Average Sell Value | 71,150 CHF |
Spreads Availability Ratio | 98.65% |
Quote Availability | 98.65% |