SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.630 | ||||
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 | CH1298678314 |
Valor | 129867831 |
Symbol | BNPLJB |
Strike | 55.00 EUR |
Type | Warrants |
Type | Bull |
Ratio | 20.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 27/10/2023 |
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 | 0.62 |
Time value | 0.01 |
Implied volatility | 0.25% |
Leverage | 5.12 |
Delta | 0.96 |
Gamma | 0.03 |
Vega | 0.04 |
Distance to Strike | -12.45 |
Distance to Strike in % | -18.46% |
Average Spread | 1.59% |
Last Best Bid Price | 0.63 CHF |
Last Best Ask Price | 0.64 CHF |
Last Best Bid Volume | 600,000 |
Last Best Ask Volume | 200,000 |
Average Buy Volume | 600,000 |
Average Sell Volume | 200,000 |
Average Buy Value | 373,628 CHF |
Average Sell Value | 126,543 CHF |
Spreads Availability Ratio | 99.71% |
Quote Availability | 99.71% |