SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.418 | ||||
Diff. absolute / % | -0.04 | -9.57% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1327236001 |
Valor | 132723600 |
Symbol | SWOIJB |
Strike | 16.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 7.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 08/03/2024 |
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 |
Implied volatility | 0.47% |
Leverage | 3.23 |
Delta | 0.54 |
Gamma | 0.11 |
Vega | 0.06 |
Distance to Strike | 0.04 |
Distance to Strike in % | 0.25% |
Average Spread | 2.42% |
Last Best Bid Price | 0.41 CHF |
Last Best Ask Price | 0.42 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 | 183,399 CHF |
Average Sell Value | 62,633 CHF |
Spreads Availability Ratio | 98.85% |
Quote Availability | 98.85% |