SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.770 | ||||
Diff. absolute / % | -0.27 | -35.06% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1257344775 |
Valor | 125734477 |
Symbol | AMRAJB |
Strike | 120.00 USD |
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 | 21/06/2024 |
Last trading day | 21/06/2024 |
Settlement Type | Cash payout |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Intrinsic value | 0.45 |
Time value | 0.03 |
Implied volatility | 0.38% |
Leverage | 5.01 |
Delta | 0.84 |
Gamma | 0.01 |
Vega | 0.13 |
Distance to Strike | -22.70 |
Distance to Strike in % | -15.91% |
Average Spread | 1.27% |
Last Best Bid Price | 0.77 CHF |
Last Best Ask Price | 0.78 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 | 471,032 CHF |
Average Sell Value | 159,011 CHF |
Spreads Availability Ratio | 98.10% |
Quote Availability | 98.10% |