SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
21.05.24
15:16:00 |
0.310
|
0.320
|
CHF | |
Volume |
750,000
|
250,000
|
Closing prev. day | 0.340 | ||||
Diff. absolute / % | -0.03 | -8.82% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1242785637 |
Valor | 124278563 |
Symbol | GEXHJB |
Strike | 525.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 125.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 25/01/2023 |
Date of maturity | 21/06/2024 |
Last trading day | 21/06/2024 |
Settlement Type | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Delta | 0.81 |
Gamma | 0.01 |
Vega | 0.44 |
Distance to Strike | -33.80 |
Distance to Strike in % | -6.05% |
Average Spread | 2.99% |
Last Best Bid Price | 0.33 CHF |
Last Best Ask Price | 0.34 CHF |
Last Best Bid Volume | 1,000,000 |
Last Best Ask Volume | 250,000 |
Average Buy Volume | 1,000,000 |
Average Sell Volume | 250,000 |
Average Buy Value | 329,919 CHF |
Average Sell Value | 84,980 CHF |
Spreads Availability Ratio | 99.36% |
Quote Availability | 99.36% |