SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
02.05.24
11:38:00 |
1.150
|
1.160
|
CHF | |
Volume |
450,000
|
150,000
|
Closing prev. day | 1.190 | ||||
Diff. absolute / % | -0.04 | -3.36% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1249399416 |
Valor | 124939941 |
Symbol | ADXXJB |
Strike | 170.00 EUR |
Type | Warrants |
Type | Bull |
Ratio | 50.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 23/03/2023 |
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 |
Intrinsic value | 1.13 |
Time value | 0.01 |
Leverage | 3.65 |
Delta | 0.92 |
Gamma | 0.00 |
Vega | 0.21 |
Distance to Strike | -56.40 |
Distance to Strike in % | -24.91% |
Average Spread | 0.76% |
Last Best Bid Price | 1.31 CHF |
Last Best Ask Price | 1.32 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 | 589,790 CHF |
Average Sell Value | 198,097 CHF |
Spreads Availability Ratio | 86.68% |
Quote Availability | 86.68% |