SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
30.04.24
15:55:00 |
0.720
|
0.730
|
CHF | |
Volume |
450,000
|
150,000
|
Closing prev. day | 0.710 | ||||
Diff. absolute / % | 0.01 | +1.41% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1284780413 |
Valor | 128478041 |
Symbol | MUVVJB |
Strike | 400.00 EUR |
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 | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Intrinsic value | 0.24 |
Time value | 0.46 |
Implied volatility | 0.27% |
Leverage | 5.91 |
Delta | 0.60 |
Gamma | 0.00 |
Vega | 1.25 |
Distance to Strike | -14.30 |
Distance to Strike in % | -3.45% |
Average Spread | 1.38% |
Last Best Bid Price | 0.71 CHF |
Last Best Ask Price | 0.72 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 | 323,347 CHF |
Average Sell Value | 109,282 CHF |
Spreads Availability Ratio | 97.78% |
Quote Availability | 97.78% |