SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
06.05.24
11:52:00 |
0.110
|
0.120
|
CHF | |
Volume |
1.00 m.
|
500,000
|
Closing prev. day | 0.110 | ||||
Diff. absolute / % | 0.00 | 0.00% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1284780330 |
Valor | 128478033 |
Symbol | BIZEJB |
Strike | 150.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 60.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 22/08/2023 |
Date of maturity | 20/12/2024 |
Last trading day | 20/12/2024 |
Settlement Type | Cash payout |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Implied volatility | 0.47% |
Leverage | 4.59 |
Delta | 0.27 |
Gamma | 0.01 |
Vega | 0.29 |
Distance to Strike | 36.60 |
Distance to Strike in % | 32.28% |
Average Spread | 8.59% |
Last Best Bid Price | 0.11 CHF |
Last Best Ask Price | 0.12 CHF |
Last Best Bid Volume | 1,000,000 |
Last Best Ask Volume | 500,000 |
Average Buy Volume | 1,000,000 |
Average Sell Volume | 500,000 |
Average Buy Value | 111,549 CHF |
Average Sell Value | 60,775 CHF |
Spreads Availability Ratio | 98.14% |
Quote Availability | 98.14% |