SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.240 | ||||
Diff. absolute / % | -0.01 | -4.17% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1345891001 |
Valor | 134589100 |
Symbol | ADNPJB |
Strike | 31.00 CHF |
Type | Warrants |
Type | Bear |
Ratio | 7.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 26/04/2024 |
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 |
Implied volatility | 0.24% |
Leverage | 8.37 |
Delta | -0.42 |
Gamma | 0.04 |
Vega | 0.07 |
Distance to Strike | 0.92 |
Distance to Strike in % | 2.88% |
Average Spread | 4.11% |
Last Best Bid Price | 0.23 CHF |
Last Best Ask Price | 0.24 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 | 214,388 CHF |
Average Sell Value | 74,463 CHF |
Spreads Availability Ratio | 99.37% |
Quote Availability | 99.37% |