SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 1.370 | ||||
Diff. absolute / % | -0.05 | -3.65% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1276772766 |
Valor | 127677276 |
Symbol | AMQOJB |
Strike | 160.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 25.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 29/06/2023 |
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 |
Leverage | 5.64 |
Delta | 0.98 |
Gamma | 0.00 |
Vega | 0.05 |
Distance to Strike | -33.62 |
Distance to Strike in % | -17.36% |
Average Spread | 0.73% |
Last Best Bid Price | 1.36 CHF |
Last Best Ask Price | 1.37 CHF |
Last Best Bid Volume | 225,000 |
Last Best Ask Volume | 75,000 |
Average Buy Volume | 225,000 |
Average Sell Volume | 75,000 |
Average Buy Value | 305,999 CHF |
Average Sell Value | 102,750 CHF |
Spreads Availability Ratio | 99.00% |
Quote Availability | 99.00% |