SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.068 | ||||
Diff. absolute / % | -0.03 | -30.12% |
Last Price | 0.120 | Volume | 10,000 | |
Time | 09:15:21 | Date | 19/02/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1284783920 |
Valor | 128478392 |
Symbol | SWZCJB |
Strike | 18.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 7.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 31/08/2023 |
Date of maturity | 21/06/2024 |
Last trading day | 21/06/2024 |
Settlement Type | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Implied volatility | 0.58% |
Leverage | 2.72 |
Delta | 0.07 |
Gamma | 0.11 |
Vega | 0.01 |
Distance to Strike | 2.04 |
Distance to Strike in % | 12.78% |
Average Spread | 12.82% |
Last Best Bid Price | 0.07 CHF |
Last Best Ask Price | 0.08 CHF |
Last Best Bid Volume | 1,500,000 |
Last Best Ask Volume | 150,000 |
Average Buy Volume | 1,500,000 |
Average Sell Volume | 150,000 |
Average Buy Value | 109,696 CHF |
Average Sell Value | 12,470 CHF |
Spreads Availability Ratio | 98.75% |
Quote Availability | 98.75% |