SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 1.390 | ||||
Diff. absolute / % | -0.04 | -2.82% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1263888039 |
Valor | 126388803 |
Symbol | ADYRJB |
Strike | 30.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 5.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 09/06/2023 |
Date of maturity | 20/09/2024 |
Last trading day | 20/09/2024 |
Settlement Type | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Intrinsic value | 1.24 |
Time value | 0.14 |
Implied volatility | 0.44% |
Leverage | 4.96 |
Delta | 0.95 |
Gamma | 0.06 |
Vega | 0.02 |
Distance to Strike | -6.18 |
Distance to Strike in % | -17.08% |
Average Spread | 0.71% |
Last Best Bid Price | 1.42 CHF |
Last Best Ask Price | 1.43 CHF |
Last Best Bid Volume | 300,000 |
Last Best Ask Volume | 50,000 |
Average Buy Volume | 300,000 |
Average Sell Volume | 50,000 |
Average Buy Value | 421,409 CHF |
Average Sell Value | 70,735 CHF |
Spreads Availability Ratio | 99.17% |
Quote Availability | 99.17% |