SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
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16.07.24
16:38:00 |
![]() |
0.013
|
0.023
|
CHF |
Volume |
1.50 m.
|
250,000
|
Closing prev. day | 0.022 | ||||
Diff. absolute / % | -0.01 | -40.91% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1276775801 |
Valor | 127677580 |
Symbol | AMSMJB |
Strike | 2.8205 CHF |
Type | Warrants |
Type | Bull |
Ratio | 1.61 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 10/07/2023 |
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 | 0.83% |
Leverage | 0.35 |
Delta | 0.01 |
Gamma | 0.04 |
Vega | 0.00 |
Distance to Strike | 1.51 |
Distance to Strike in % | 115.72% |
Average Spread | 51.86% |
Last Best Bid Price | 0.01 CHF |
Last Best Ask Price | 0.02 CHF |
Last Best Bid Volume | 1,500,000 |
Last Best Ask Volume | 250,000 |
Average Buy Volume | 1,500,000 |
Average Sell Volume | 250,000 |
Average Buy Value | 21,491 CHF |
Average Sell Value | 6,082 CHF |
Spreads Availability Ratio | 99.27% |
Quote Availability | 99.27% |