SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.070 | ||||
Diff. absolute / % | 0.01 | +20.00% |
Last Price | 0.150 | Volume | 100,000 | |
Time | 11:14:46 | Date | 30/10/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1263884863 |
Valor | 126388486 |
Symbol | AMRPJB |
Strike | 160.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 50.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 06/06/2023 |
Date of maturity | 20/12/2024 |
Last trading day | 20/12/2024 |
Settlement Type | Cash payout |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Implied volatility | 0.39% |
Leverage | 16.76 |
Delta | 0.39 |
Gamma | 0.01 |
Vega | 0.19 |
Distance to Strike | 11.14 |
Distance to Strike in % | 7.48% |
Average Spread | 15.88% |
Last Best Bid Price | 0.06 CHF |
Last Best Ask Price | 0.07 CHF |
Last Best Bid Volume | 1,000,000 |
Last Best Ask Volume | 500,000 |
Average Buy Volume | 1,000,000 |
Average Sell Volume | 500,000 |
Average Buy Value | 58,527 CHF |
Average Sell Value | 34,264 CHF |
Spreads Availability Ratio | 97.65% |
Quote Availability | 97.65% |