SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.430 | ||||
Diff. absolute / % | -0.04 | -9.30% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1317201163 |
Valor | 131720116 |
Symbol | SWORJB |
Strike | 14.25 CHF |
Type | Warrants |
Type | Bull |
Ratio | 6.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 16/01/2024 |
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 |
Intrinsic value | 0.28 |
Time value | 0.10 |
Implied volatility | 0.67% |
Leverage | 6.49 |
Delta | 0.93 |
Gamma | 0.11 |
Vega | 0.01 |
Distance to Strike | -1.71 |
Distance to Strike in % | -10.71% |
Average Spread | 2.34% |
Last Best Bid Price | 0.42 CHF |
Last Best Ask Price | 0.43 CHF |
Last Best Bid Volume | 450,000 |
Last Best Ask Volume | 75,000 |
Average Buy Volume | 450,000 |
Average Sell Volume | 75,000 |
Average Buy Value | 189,818 CHF |
Average Sell Value | 32,386 CHF |
Spreads Availability Ratio | 98.84% |
Quote Availability | 98.84% |