SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
08.05.24
15:16:00 |
0.040
|
0.050
|
CHF | |
Volume |
1.00 m.
|
500,000
|
Closing prev. day | 0.070 | ||||
Diff. absolute / % | -0.03 | -42.86% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1345890995 |
Valor | 134589099 |
Symbol | ADGPJB |
Strike | 30.00 CHF |
Type | Warrants |
Type | Bear |
Ratio | 7.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 26/04/2024 |
Date of maturity | 21/06/2024 |
Last trading day | 21/06/2024 |
Settlement Type | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Implied volatility | 0.29% |
Leverage | 32.27 |
Delta | -0.27 |
Gamma | 0.06 |
Vega | 0.04 |
Distance to Strike | 2.86 |
Distance to Strike in % | 8.70% |
Average Spread | 11.43% |
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 | 474,454 |
Average Buy Value | 83,635 CHF |
Average Sell Value | 44,113 CHF |
Spreads Availability Ratio | 98.16% |
Quote Availability | 98.16% |