SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.837 | ||||
Diff. absolute / % | -0.02 | -2.03% |
Last Price | 0.377 | Volume | 15,000 | |
Time | 09:16:27 | Date | 05/03/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1280667598 |
Valor | 128066759 |
Symbol | HUZQJB |
Strike | 62.50 CHF |
Type | Warrants |
Type | Bull |
Ratio | 20.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 21/08/2023 |
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 | 0.73 |
Time value | 0.08 |
Implied volatility | 0.33% |
Leverage | 4.45 |
Delta | 0.93 |
Gamma | 0.01 |
Vega | 0.07 |
Distance to Strike | -14.50 |
Distance to Strike in % | -18.83% |
Average Spread | 1.21% |
Last Best Bid Price | 0.84 CHF |
Last Best Ask Price | 0.85 CHF |
Last Best Bid Volume | 225,000 |
Last Best Ask Volume | 75,000 |
Average Buy Volume | 225,000 |
Average Sell Volume | 75,000 |
Average Buy Value | 185,411 CHF |
Average Sell Value | 62,554 CHF |
Spreads Availability Ratio | 99.27% |
Quote Availability | 99.27% |