SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.690 | ||||
Diff. absolute / % | -0.04 | -5.80% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1311831593 |
Valor | 131183159 |
Symbol | AXAFJB |
Strike | 30.00 EUR |
Type | Warrants |
Type | Bull |
Ratio | 6.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 12/01/2024 |
Date of maturity | 20/06/2025 |
Last trading day | 20/06/2025 |
Settlement Type | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Intrinsic value | 0.36 |
Time value | 0.29 |
Implied volatility | 0.27% |
Leverage | 5.60 |
Delta | 0.68 |
Gamma | 0.09 |
Vega | 0.10 |
Distance to Strike | -2.18 |
Distance to Strike in % | -6.77% |
Average Spread | 1.46% |
Last Best Bid Price | 0.68 CHF |
Last Best Ask Price | 0.69 CHF |
Last Best Bid Volume | 450,000 |
Last Best Ask Volume | 150,000 |
Average Buy Volume | 450,000 |
Average Sell Volume | 150,000 |
Average Buy Value | 306,159 CHF |
Average Sell Value | 103,553 CHF |
Spreads Availability Ratio | 99.48% |
Quote Availability | 99.48% |