SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.284 | ||||
Diff. absolute / % | -0.04 | -12.42% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1327236019 |
Valor | 132723601 |
Symbol | SWOLJB |
Strike | 17.25 CHF |
Type | Warrants |
Type | Bull |
Ratio | 6.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 08/03/2024 |
Date of maturity | 20/12/2024 |
Last trading day | 20/12/2024 |
Settlement Type | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Implied volatility | 0.45% |
Leverage | 3.64 |
Delta | 0.38 |
Gamma | 0.12 |
Vega | 0.05 |
Distance to Strike | 1.29 |
Distance to Strike in % | 8.08% |
Average Spread | 3.25% |
Last Best Bid Price | 0.30 CHF |
Last Best Ask Price | 0.31 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 | 136,428 CHF |
Average Sell Value | 46,976 CHF |
Spreads Availability Ratio | 98.85% |
Quote Availability | 98.85% |