SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.123 | ||||
Diff. absolute / % | 0.06 | +50.41% |
Last Price | 0.140 | Volume | 5,000 | |
Time | 10:06:40 | Date | 19/04/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1327236035 |
Valor | 132723603 |
Symbol | SWONJB |
Strike | 17.00 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 | 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 |
Implied volatility | 0.56% |
Leverage | 7.62 |
Delta | 0.50 |
Gamma | 0.29 |
Vega | 0.02 |
Distance to Strike | 0.06 |
Distance to Strike in % | 0.35% |
Average Spread | 7.88% |
Last Best Bid Price | 0.11 CHF |
Last Best Ask Price | 0.12 CHF |
Last Best Bid Volume | 1,000,000 |
Last Best Ask Volume | 150,000 |
Average Buy Volume | 1,000,000 |
Average Sell Volume | 150,000 |
Average Buy Value | 122,278 CHF |
Average Sell Value | 19,842 CHF |
Spreads Availability Ratio | 99.36% |
Quote Availability | 99.36% |