SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.760 | ||||
Diff. absolute / % | 0.08 | +10.53% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1345891134 |
Valor | 134589113 |
Symbol | ADWWJB |
Strike | 29.00 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 | 21/03/2025 |
Last trading day | 21/03/2025 |
Settlement Type | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Intrinsic value | 0.54 |
Time value | 0.29 |
Implied volatility | 0.41% |
Leverage | 3.64 |
Delta | 0.64 |
Gamma | 0.03 |
Vega | 0.10 |
Distance to Strike | -3.80 |
Distance to Strike in % | -11.59% |
Average Spread | 1.33% |
Last Best Bid Price | 0.75 CHF |
Last Best Ask Price | 0.76 CHF |
Last Best Bid Volume | 600,000 |
Last Best Ask Volume | 200,000 |
Average Buy Volume | 579,438 |
Average Sell Volume | 193,146 |
Average Buy Value | 432,332 CHF |
Average Sell Value | 146,042 CHF |
Spreads Availability Ratio | 98.16% |
Quote Availability | 98.16% |