SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
17.05.24
11:27:00 |
0.750
|
0.760
|
CHF | |
Volume |
450,000
|
150,000
|
Closing prev. day | 0.810 | ||||
Diff. absolute / % | -0.06 | -7.41% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1242490816 |
Valor | 124249081 |
Symbol | ASMWJB |
Strike | 700.00 EUR |
Type | Warrants |
Type | Bull |
Ratio | 200.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 17/01/2023 |
Date of maturity | 21/06/2024 |
Last trading day | 21/06/2024 |
Settlement Type | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Leverage | 5.78 |
Delta | 1.00 |
Gamma | 0.00 |
Vega | 0.03 |
Distance to Strike | -159.10 |
Distance to Strike in % | -18.52% |
Average Spread | 1.21% |
Last Best Bid Price | 0.81 CHF |
Last Best Ask Price | 0.82 CHF |
Last Best Bid Volume | 450,000 |
Last Best Ask Volume | 150,000 |
Average Buy Volume | 450,000 |
Average Sell Volume | 150,000 |
Average Buy Value | 370,134 CHF |
Average Sell Value | 124,878 CHF |
Spreads Availability Ratio | 99.58% |
Quote Availability | 99.58% |