SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.680 | ||||
Diff. absolute / % | -0.04 | -5.88% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1298680963 |
Valor | 129868096 |
Symbol | SAPQJB |
Strike | 150.00 EUR |
Type | Warrants |
Type | Bull |
Ratio | 30.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 10/11/2023 |
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 |
Leverage | 8.14 |
Delta | 0.91 |
Gamma | 0.01 |
Vega | 0.10 |
Distance to Strike | -19.70 |
Distance to Strike in % | -11.61% |
Average Spread | 1.45% |
Last Best Bid Price | 0.67 CHF |
Last Best Ask Price | 0.68 CHF |
Last Best Bid Volume | 300,000 |
Last Best Ask Volume | 100,000 |
Average Buy Volume | 300,000 |
Average Sell Volume | 100,000 |
Average Buy Value | 206,124 CHF |
Average Sell Value | 69,708 CHF |
Spreads Availability Ratio | 98.75% |
Quote Availability | 98.75% |