SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.340 | ||||
Diff. absolute / % | -0.04 | -11.76% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1345891027 |
Valor | 134589102 |
Symbol | ADVPJB |
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 | 21/03/2025 |
Last trading day | 21/03/2025 |
Settlement Type | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Implied volatility | 0.23% |
Leverage | 5.78 |
Delta | -0.36 |
Gamma | 0.02 |
Vega | 0.11 |
Distance to Strike | 2.80 |
Distance to Strike in % | 8.54% |
Average Spread | 2.85% |
Last Best Bid Price | 0.34 CHF |
Last Best Ask Price | 0.35 CHF |
Last Best Bid Volume | 1,000,000 |
Last Best Ask Volume | 400,000 |
Average Buy Volume | 963,230 |
Average Sell Volume | 363,230 |
Average Buy Value | 332,983 CHF |
Average Sell Value | 129,016 CHF |
Spreads Availability Ratio | 98.16% |
Quote Availability | 98.16% |