SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
02.05.24
14:24:00 |
0.810
|
0.820
|
CHF | |
Volume |
450,000
|
150,000
|
Closing prev. day | 0.850 | ||||
Diff. absolute / % | -0.05 | -5.88% |
Last Price | 0.470 | Volume | 10,000 | |
Time | 11:14:34 | Date | 22/03/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1257352422 |
Valor | 125735242 |
Symbol | ADSDJB |
Strike | 190.00 EUR |
Type | Warrants |
Type | Bull |
Ratio | 50.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 13/04/2023 |
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 | 0.73 |
Time value | 0.08 |
Implied volatility | 0.26% |
Leverage | 4.60 |
Delta | 0.82 |
Gamma | 0.00 |
Vega | 0.36 |
Distance to Strike | -36.40 |
Distance to Strike in % | -16.08% |
Average Spread | 1.10% |
Last Best Bid Price | 0.84 CHF |
Last Best Ask Price | 0.85 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 | 406,092 CHF |
Average Sell Value | 136,864 CHF |
Spreads Availability Ratio | 95.22% |
Quote Availability | 95.22% |