SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.210 | ||||
Diff. absolute / % | -0.02 | -9.09% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1327232489 |
Valor | 132723248 |
Symbol | WMZXJB |
Strike | 60.00 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 | 21/06/2024 |
Last trading day | 21/06/2024 |
Settlement Type | Cash payout |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Intrinsic value | 0.05 |
Time value | 0.16 |
Implied volatility | 0.21% |
Leverage | 18.09 |
Delta | 0.63 |
Gamma | 0.14 |
Vega | 0.08 |
Distance to Strike | -0.47 |
Distance to Strike in % | -0.78% |
Average Spread | 4.64% |
Last Best Bid Price | 0.21 CHF |
Last Best Ask Price | 0.22 CHF |
Last Best Bid Volume | 450,000 |
Last Best Ask Volume | 150,000 |
Average Buy Volume | 450,000 |
Average Sell Volume | 150,000 |
Average Buy Value | 94,844 CHF |
Average Sell Value | 33,115 CHF |
Spreads Availability Ratio | 90.90% |
Quote Availability | 90.90% |