SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.270 | ||||
Diff. absolute / % | -0.01 | -3.70% |
Last Price | 0.290 | Volume | 18,400 | |
Time | 16:09:25 | Date | 14/03/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1327232398 |
Valor | 132723239 |
Symbol | WMTMJB |
Strike | 70.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 10.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 28/02/2024 |
Date of maturity | 20/06/2025 |
Last trading day | 20/06/2025 |
Settlement Type | Cash payout |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Implied volatility | 0.19% |
Leverage | 6.72 |
Delta | 0.29 |
Gamma | 0.04 |
Vega | 0.22 |
Distance to Strike | 9.53 |
Distance to Strike in % | 15.76% |
Average Spread | 3.72% |
Last Best Bid Price | 0.26 CHF |
Last Best Ask Price | 0.27 CHF |
Last Best Bid Volume | 750,000 |
Last Best Ask Volume | 250,000 |
Average Buy Volume | 750,000 |
Average Sell Volume | 250,000 |
Average Buy Value | 198,094 CHF |
Average Sell Value | 68,531 CHF |
Spreads Availability Ratio | 91.92% |
Quote Availability | 91.92% |