SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.480 | ||||
Diff. absolute / % | 0.04 | +9.09% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1303724814 |
Valor | 130372481 |
Symbol | UNZHJB |
Strike | 48.00 EUR |
Type | Warrants |
Type | Bull |
Ratio | 10.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 24/11/2023 |
Date of maturity | 21/03/2025 |
Last trading day | 21/03/2025 |
Settlement Type | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Intrinsic value | 0.19 |
Time value | 0.29 |
Implied volatility | 0.18% |
Leverage | 6.82 |
Delta | 0.66 |
Gamma | 0.04 |
Vega | 0.17 |
Distance to Strike | -1.87 |
Distance to Strike in % | -3.75% |
Average Spread | 2.30% |
Last Best Bid Price | 0.43 CHF |
Last Best Ask Price | 0.44 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 | 258,437 CHF |
Average Sell Value | 88,146 CHF |
Spreads Availability Ratio | 99.32% |
Quote Availability | 99.32% |