SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
07.05.24
16:41:00 |
0.680
|
0.690
|
CHF | |
Volume |
600,000
|
200,000
|
Closing prev. day | 0.730 | ||||
Diff. absolute / % | -0.05 | -6.85% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1345891035 |
Valor | 134589103 |
Symbol | ADXZJB |
Strike | 31.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 7.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 26/04/2024 |
Date of maturity | 19/12/2025 |
Last trading day | 19/12/2025 |
Settlement Type | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Intrinsic value | 0.12 |
Time value | 0.56 |
Implied volatility | 0.36% |
Leverage | 3.73 |
Delta | 0.56 |
Gamma | 0.02 |
Vega | 0.14 |
Distance to Strike | -0.96 |
Distance to Strike in % | -3.00% |
Average Spread | 1.39% |
Last Best Bid Price | 0.73 CHF |
Last Best Ask Price | 0.74 CHF |
Last Best Bid Volume | 600,000 |
Last Best Ask Volume | 200,000 |
Average Buy Volume | 600,000 |
Average Sell Volume | 200,000 |
Average Buy Value | 429,088 CHF |
Average Sell Value | 145,029 CHF |
Spreads Availability Ratio | 99.37% |
Quote Availability | 99.37% |