SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.190 | ||||
Diff. absolute / % | -0.01 | -5.26% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1263883907 |
Valor | 126388390 |
Symbol | ABYNJB |
Strike | 55.00 EUR |
Type | Warrants |
Type | Bull |
Ratio | 20.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 06/06/2023 |
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 | 0.05 |
Time value | 0.13 |
Implied volatility | 0.23% |
Leverage | 9.93 |
Delta | 0.64 |
Gamma | 0.09 |
Vega | 0.13 |
Distance to Strike | -0.98 |
Distance to Strike in % | -1.75% |
Average Spread | 5.62% |
Last Best Bid Price | 0.18 CHF |
Last Best Ask Price | 0.19 CHF |
Last Best Bid Volume | 1,000,000 |
Last Best Ask Volume | 400,000 |
Average Buy Volume | 997,188 |
Average Sell Volume | 397,188 |
Average Buy Value | 172,554 CHF |
Average Sell Value | 72,690 CHF |
Spreads Availability Ratio | 99.42% |
Quote Availability | 99.42% |