SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
08.05.24
13:39:00 |
0.600
|
0.610
|
CHF | |
Volume |
600,000
|
200,000
|
Closing prev. day | 0.550 | ||||
Diff. absolute / % | 0.07 | +12.73% |
Last Price | 0.560 | Volume | 5,000 | |
Time | 13:24:32 | Date | 02/05/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1345891100 |
Valor | 134589110 |
Symbol | ADWQJB |
Strike | 32.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 7.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 26/04/2024 |
Date of maturity | 20/06/2025 |
Last trading day | 20/06/2025 |
Settlement Type | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Intrinsic value | 0.15 |
Time value | 0.47 |
Implied volatility | 0.36% |
Leverage | 4.26 |
Delta | 0.56 |
Gamma | 0.02 |
Vega | 0.13 |
Distance to Strike | -1.02 |
Distance to Strike in % | -3.09% |
Average Spread | 1.85% |
Last Best Bid Price | 0.54 CHF |
Last Best Ask Price | 0.55 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 | 321,795 CHF |
Average Sell Value | 109,265 CHF |
Spreads Availability Ratio | 98.16% |
Quote Availability | 98.16% |