SIX Structured Products | Geld | Brief | Währung | |
---|---|---|---|---|
Kurs
17.05.24
10:04:00 |
0.280
|
0.290
|
CHF | |
Volumen |
750'000
|
250'000
|
Closing Vortag | 0.270 | ||||
Diff. Absolut / % | -0.01 | -3.57% |
Letzter Kurs | - | Volumen | - | |
Zeit | - | Datum | - |
Details | Basiswert | Auszahlungsprofil | Risiko Indikator | Informationen & Tools | Ähnliche Produkte |
Name | Put-Warrant |
ISIN | CH1337635168 |
Valor | 133763516 |
Symbol | GEYDJB |
Strike | 165.00 USD |
Produkttyp | Warrants |
Typ | Bear |
Ratio | 40.00 |
SVSP Code | 2100 |
COSI Produkt | Nein |
Ausübungsstil | American |
Währung | Swiss Franc |
Erster Handelstag | 10.04.2024 |
Fälligkeit | 20.09.2024 |
Letzter Handelstag | 20.09.2024 |
Settlement Type | Cash-Zahlung |
IRS 871m | Potentially in scope for combined transactions |
Währungssicherheit | Nein |
Preisstellung | Dirty |
Emittent | Bank Julius Bär |
Innerer Wert | 0.10 |
Zeitwert | 0.18 |
Implizite Volatilität | 0.29% |
Hebel | 6.88 |
Delta | -0.48 |
Gamma | 0.01 |
Vega | 0.37 |
Abstand Strike | -3.82 |
Abstand Strike in % | -2.37% |
Average Spread | 3.94% |
Last Best Bid Price | 0.26 CHF |
Last Best Ask Price | 0.27 CHF |
Last Best Bid Volume | 900'000 |
Last Best Ask Volume | 300'000 |
Average Buy Volume | 897'879 |
Average Sell Volume | 299'293 |
Average Buy Value | 223'295 CHF |
Average Sell Value | 77'425 CHF |
Spreads Availability Ratio | 99.11% |
Quote Availability | 99.11% |