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Call-Warrant
Symbol:
AMVAJB
ISIN:
CH1308921431
Issuer:
Bank Julius Bär
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
16.07.24
09:26:00 |
|
0.084
|
0.094
|
CHF |
| Volume |
250,000
|
250,000
|
||
Performance
| Closing prev. day | 0.090 | ||||
| Diff. absolute / % | -0.01 | -11.76% | |||
Determined prices
| Last Price | 0.090 | Volume | 50,000 | |
| Time | 17:14:38 | Date | 15/07/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call-Warrant |
| ISIN | CH1308921431 |
| Valor | 130892143 |
| Symbol | AMVAJB |
| Strike | 2.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 1.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 07/12/2023 |
| 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 |
Key data
| Implied volatility | 0.78% |
| Leverage | 1.38 |
| Delta | 0.09 |
| Gamma | 0.42 |
| Vega | 0.00 |
| Distance to Strike | 0.71 |
| Distance to Strike in % | 54.62% |
market maker quality Date: 15/07/2024
| Average Spread | 11.13% |
| Last Best Bid Price | 0.08 CHF |
| Last Best Ask Price | 0.09 CHF |
| Last Best Bid Volume | 250,000 |
| Last Best Ask Volume | 200,000 |
| Average Buy Volume | 250,000 |
| Average Sell Volume | 249,963 |
| Average Buy Value | 21,246 CHF |
| Average Sell Value | 23,743 CHF |
| Spreads Availability Ratio | 99.27% |
| Quote Availability | 99.27% |
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