SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.280 | ||||
Diff. absolute / % | -0.05 | -17.86% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1345891019 |
Valor | 134589101 |
Symbol | ADQPJB |
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 | 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 |
Implied volatility | 0.25% |
Leverage | 7.26 |
Delta | -0.36 |
Gamma | 0.03 |
Vega | 0.09 |
Distance to Strike | 2.80 |
Distance to Strike in % | 8.54% |
Average Spread | 3.54% |
Last Best Bid Price | 0.27 CHF |
Last Best Ask Price | 0.28 CHF |
Last Best Bid Volume | 1,000,000 |
Last Best Ask Volume | 400,000 |
Average Buy Volume | 982,418 |
Average Sell Volume | 382,418 |
Average Buy Value | 272,676 CHF |
Average Sell Value | 109,781 CHF |
Spreads Availability Ratio | 98.15% |
Quote Availability | 98.15% |