SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.140 | ||||
Diff. absolute / % | -0.01 | -7.14% |
Last Price | 0.050 | Volume | 20,000 | |
Time | 09:50:06 | Date | 10/05/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1225605125 |
Valor | 122560512 |
Symbol | ADEAJB |
Strike | 36.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 10.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 04/01/2023 |
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 |
Intrinsic value | 0.02 |
Time value | 0.11 |
Implied volatility | 0.31% |
Leverage | 14.44 |
Delta | 0.52 |
Gamma | 0.13 |
Vega | 0.04 |
Distance to Strike | -0.18 |
Distance to Strike in % | -0.50% |
Average Spread | 6.90% |
Last Best Bid Price | 0.14 CHF |
Last Best Ask Price | 0.15 CHF |
Last Best Bid Volume | 900,000 |
Last Best Ask Volume | 300,000 |
Average Buy Volume | 900,000 |
Average Sell Volume | 300,000 |
Average Buy Value | 126,277 CHF |
Average Sell Value | 45,092 CHF |
Spreads Availability Ratio | 99.17% |
Quote Availability | 99.17% |