SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.170 | ||||
Diff. absolute / % | 0.00 | 0.00% |
Last Price | 0.200 | Volume | 200,000 | |
Time | 11:01:31 | Date | 17/10/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1303724053 |
Valor | 130372405 |
Symbol | ASMIJB |
Strike | 700.00 EUR |
Type | Warrants |
Type | Bull |
Ratio | 200.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 24/11/2023 |
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 | 0.42% |
Leverage | 6.95 |
Delta | 0.37 |
Gamma | 0.00 |
Vega | 1.37 |
Distance to Strike | 68.50 |
Distance to Strike in % | 10.85% |
Average Spread | 6.95% |
Last Best Bid Price | 0.13 CHF |
Last Best Ask Price | 0.14 CHF |
Last Best Bid Volume | 1,000,000 |
Last Best Ask Volume | 500,000 |
Average Buy Volume | 1,000,000 |
Average Sell Volume | 500,000 |
Average Buy Value | 139,103 CHF |
Average Sell Value | 74,552 CHF |
Spreads Availability Ratio | 99.35% |
Quote Availability | 99.35% |