SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.540 | ||||
Diff. absolute / % | 0.07 | +15.56% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1286516419 |
Valor | 128651641 |
Symbol | AMXVJB |
Strike | 120.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 50.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 20/09/2023 |
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 |
Leverage | 4.88 |
Delta | 0.90 |
Gamma | 0.01 |
Vega | 0.09 |
Distance to Strike | -28.86 |
Distance to Strike in % | -19.39% |
Average Spread | 1.99% |
Last Best Bid Price | 0.52 CHF |
Last Best Ask Price | 0.53 CHF |
Last Best Bid Volume | 600,000 |
Last Best Ask Volume | 200,000 |
Average Buy Volume | 600,000 |
Average Sell Volume | 200,000 |
Average Buy Value | 298,204 CHF |
Average Sell Value | 101,401 CHF |
Spreads Availability Ratio | 97.14% |
Quote Availability | 97.14% |