SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.690 | ||||
Diff. absolute / % | -0.13 | -18.84% |
Last Price | 0.510 | Volume | 1,800 | |
Time | 16:47:59 | Date | 05/07/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1263881331 |
Valor | 126388133 |
Symbol | AMXRJB |
Strike | 150.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 50.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 26/05/2023 |
Date of maturity | 20/09/2024 |
Last trading day | 20/09/2024 |
Settlement Type | Cash payout |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Intrinsic value | 0.51 |
Time value | 0.06 |
Implied volatility | 0.37% |
Leverage | 5.40 |
Delta | 0.88 |
Gamma | 0.01 |
Vega | 0.15 |
Distance to Strike | -25.57 |
Distance to Strike in % | -14.56% |
Average Spread | 1.46% |
Last Best Bid Price | 0.68 CHF |
Last Best Ask Price | 0.69 CHF |
Last Best Bid Volume | 600,000 |
Last Best Ask Volume | 200,000 |
Average Buy Volume | 600,000 |
Average Sell Volume | 200,000 |
Average Buy Value | 409,481 CHF |
Average Sell Value | 138,494 CHF |
Spreads Availability Ratio | 99.02% |
Quote Availability | 99.02% |