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Call-Warrant
Symbol:
ADWWJB
ISIN:
CH1345891134
Issuer:
Bank Julius Bär
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
07.05.24
16:50:00 |
|
0.750
|
0.760
|
CHF |
| Volume |
600,000
|
200,000
|
||
Performance
| Closing prev. day | 0.800 | ||||
| Diff. absolute / % | -0.05 | -6.25% | |||
Determined prices
| Last Price | - | Volume | - | |
| Time | - | Date | - |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call-Warrant |
| ISIN | CH1345891134 |
| Valor | 134589113 |
| Symbol | ADWWJB |
| Strike | 29.00 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 | 21/03/2025 |
| Last trading day | 21/03/2025 |
| Settlement Type | Physical delivery |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Julius Bär |
Key data
| Intrinsic value | 0.41 |
| Time value | 0.33 |
| Implied volatility | 0.40% |
| Leverage | 3.80 |
| Delta | 0.62 |
| Gamma | 0.03 |
| Vega | 0.11 |
| Distance to Strike | -2.96 |
| Distance to Strike in % | -9.26% |
market maker quality Date: 06/05/2024
| Average Spread | 1.28% |
| Last Best Bid Price | 0.80 CHF |
| Last Best Ask Price | 0.81 CHF |
| Last Best Bid Volume | 450,000 |
| Last Best Ask Volume | 150,000 |
| Average Buy Volume | 475,403 |
| Average Sell Volume | 158,468 |
| Average Buy Value | 369,972 CHF |
| Average Sell Value | 124,909 CHF |
| Spreads Availability Ratio | 99.38% |
| Quote Availability | 99.38% |
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