SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
29.04.24
11:11:00 |
1.100
|
1.110
|
CHF | |
Volume |
450,000
|
150,000
|
Closing prev. day | 1.070 | ||||
Diff. absolute / % | 0.03 | +2.80% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1280667291 |
Valor | 128066729 |
Symbol | SIEIJB |
Strike | 140.00 EUR |
Type | Warrants |
Type | Bull |
Ratio | 40.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 18/08/2023 |
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 | 0.94 |
Time value | 0.15 |
Implied volatility | 0.37% |
Leverage | 3.88 |
Delta | 0.95 |
Gamma | 0.00 |
Vega | 0.11 |
Distance to Strike | -37.62 |
Distance to Strike in % | -21.18% |
Average Spread | 0.96% |
Last Best Bid Price | 1.07 CHF |
Last Best Ask Price | 1.08 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 | 467,108 CHF |
Average Sell Value | 157,203 CHF |
Spreads Availability Ratio | 98.84% |
Quote Availability | 98.84% |