SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
17.05.24
11:57:00 |
0.310
|
0.320
|
CHF | |
Volume |
600,000
|
200,000
|
Closing prev. day | 0.360 | ||||
Diff. absolute / % | -0.06 | -16.67% |
Last Price | 0.620 | Volume | 8,000 | |
Time | 12:26:29 | Date | 09/04/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1263883840 |
Valor | 126388384 |
Symbol | ASMXJB |
Strike | 800.00 EUR |
Type | Warrants |
Type | Bull |
Ratio | 200.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 06/06/2023 |
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 |
Intrinsic value | 0.30 |
Time value | 0.00 |
Implied volatility | 0.08% |
Leverage | 12.05 |
Delta | 0.84 |
Gamma | 0.00 |
Vega | 0.64 |
Distance to Strike | -59.10 |
Distance to Strike in % | -6.88% |
Average Spread | 2.69% |
Last Best Bid Price | 0.36 CHF |
Last Best Ask Price | 0.37 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 | 165,340 CHF |
Average Sell Value | 56,614 CHF |
Spreads Availability Ratio | 99.74% |
Quote Availability | 99.74% |