SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
17.05.24
13:15:00 |
1.330
|
1.340
|
CHF | |
Volume |
450,000
|
150,000
|
Closing prev. day | 1.390 | ||||
Diff. absolute / % | -0.06 | -4.32% |
Last Price | 1.310 | Volume | 7,500 | |
Time | 16:39:05 | Date | 20/02/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1286513499 |
Valor | 128651349 |
Symbol | ASZTJB |
Strike | 600.00 EUR |
Type | Warrants |
Type | Bull |
Ratio | 200.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 13/09/2023 |
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 | 1.30 |
Time value | 0.03 |
Leverage | 3.16 |
Delta | 0.98 |
Gamma | 0.00 |
Vega | 0.31 |
Distance to Strike | -259.10 |
Distance to Strike in % | -30.16% |
Average Spread | 0.71% |
Last Best Bid Price | 1.39 CHF |
Last Best Ask Price | 1.40 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 | 630,930 CHF |
Average Sell Value | 211,810 CHF |
Spreads Availability Ratio | 99.56% |
Quote Availability | 99.56% |