SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
02.05.24
10:27:00 |
0.980
|
0.990
|
CHF | |
Volume |
450,000
|
150,000
|
Closing prev. day | 1.020 | ||||
Diff. absolute / % | -0.11 | -9.73% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1257350806 |
Valor | 125735080 |
Symbol | ADWIJB |
Strike | 180.00 EUR |
Type | Warrants |
Type | Bull |
Ratio | 50.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 03/04/2023 |
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 | 0.93 |
Time value | 0.06 |
Implied volatility | 0.28% |
Leverage | 4.01 |
Delta | 0.88 |
Gamma | 0.00 |
Vega | 0.29 |
Distance to Strike | -46.40 |
Distance to Strike in % | -20.49% |
Average Spread | 0.88% |
Last Best Bid Price | 1.13 CHF |
Last Best Ask Price | 1.14 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 | 512,012 CHF |
Average Sell Value | 172,171 CHF |
Spreads Availability Ratio | 86.65% |
Quote Availability | 86.65% |