SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
02.05.24
15:16:00 |
0.930
|
0.940
|
CHF | |
Volume |
450,000
|
150,000
|
Closing prev. day | 0.960 | ||||
Diff. absolute / % | -0.03 | -3.12% |
Last Price | 0.520 | Volume | 40,000 | |
Time | 13:59:48 | Date | 06/03/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1276772956 |
Valor | 127677295 |
Symbol | ADXVJB |
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 | 29/06/2023 |
Date of maturity | 20/12/2024 |
Last trading day | 20/12/2024 |
Settlement Type | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Intrinsic value | 0.73 |
Time value | 0.20 |
Implied volatility | 0.32% |
Leverage | 3.85 |
Delta | 0.79 |
Gamma | 0.00 |
Vega | 0.52 |
Distance to Strike | -36.40 |
Distance to Strike in % | -16.08% |
Average Spread | 0.98% |
Last Best Bid Price | 0.95 CHF |
Last Best Ask Price | 0.96 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 | 455,707 CHF |
Average Sell Value | 153,402 CHF |
Spreads Availability Ratio | 95.18% |
Quote Availability | 95.18% |