SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.240 | ||||
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 | CH1294272542 |
Valor | 129427254 |
Symbol | FOTBJB |
Strike | 1,150.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 250.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 27/09/2023 |
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 |
Delta | 0.40 |
Gamma | 0.00 |
Vega | 3.31 |
Distance to Strike | 60.00 |
Distance to Strike in % | 5.50% |
Average Spread | 4.20% |
Last Best Bid Price | 0.24 CHF |
Last Best Ask Price | 0.25 CHF |
Last Best Bid Volume | 225,000 |
Last Best Ask Volume | 75,000 |
Average Buy Volume | 225,000 |
Average Sell Volume | 75,000 |
Average Buy Value | 52,568 CHF |
Average Sell Value | 18,273 CHF |
Spreads Availability Ratio | 94.72% |
Quote Availability | 94.72% |