SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.340 | ||||
Diff. absolute / % | 0.00 | 0.00% |
Last Price | 0.360 | Volume | 5,000 | |
Time | 09:34:01 | Date | 15/02/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1284780868 |
Valor | 128478086 |
Symbol | LAYTJB |
Strike | 65.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 20.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 24/08/2023 |
Date of maturity | 20/09/2024 |
Last trading day | 20/09/2024 |
Settlement Type | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Intrinsic value | 0.21 |
Time value | 0.13 |
Implied volatility | 0.30% |
Leverage | 7.60 |
Delta | 0.73 |
Gamma | 0.06 |
Vega | 0.14 |
Distance to Strike | -4.10 |
Distance to Strike in % | -5.93% |
Average Spread | 3.05% |
Last Best Bid Price | 0.34 CHF |
Last Best Ask Price | 0.35 CHF |
Last Best Bid Volume | 300,000 |
Last Best Ask Volume | 75,000 |
Average Buy Volume | 300,000 |
Average Sell Volume | 75,000 |
Average Buy Value | 96,921 CHF |
Average Sell Value | 24,980 CHF |
Spreads Availability Ratio | 99.17% |
Quote Availability | 99.17% |