SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
07.05.24
11:22:00 |
0.260
|
0.270
|
CHF | |
Volume |
600,000
|
200,000
|
Closing prev. day | 0.310 | ||||
Diff. absolute / % | -0.06 | -19.35% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1345891175 |
Valor | 134589117 |
Symbol | ADVAJB |
Strike | 31.50 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 | 19/07/2024 |
Last trading day | 19/07/2024 |
Settlement Type | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Intrinsic value | 0.04 |
Time value | 0.22 |
Implied volatility | 0.34% |
Leverage | 9.36 |
Delta | 0.54 |
Gamma | 0.06 |
Vega | 0.06 |
Distance to Strike | -0.30 |
Distance to Strike in % | -0.94% |
Average Spread | 3.32% |
Last Best Bid Price | 0.31 CHF |
Last Best Ask Price | 0.32 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 | 177,603 CHF |
Average Sell Value | 61,201 CHF |
Spreads Availability Ratio | 99.38% |
Quote Availability | 99.38% |