SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 1.170 | ||||
Diff. absolute / % | 0.02 | +1.74% |
Last Price | 1.340 | Volume | 73,000 | |
Time | 15:21:50 | Date | 10/04/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1280667770 |
Valor | 128066777 |
Symbol | DOCEJB |
Strike | 70.00 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 | 0.61 |
Time value | 0.55 |
Implied volatility | 0.68% |
Leverage | 2.56 |
Delta | 0.72 |
Gamma | 0.01 |
Vega | 0.22 |
Distance to Strike | -12.15 |
Distance to Strike in % | -14.79% |
Average Spread | 0.87% |
Last Best Bid Price | 1.14 CHF |
Last Best Ask Price | 1.15 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 | 256,790 CHF |
Average Sell Value | 86,347 CHF |
Spreads Availability Ratio | 99.36% |
Quote Availability | 99.36% |