SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
27.05.24
08:01:00 |
0.010
|
0.020
|
CHF | |
Volume |
1.00 m.
|
500,000
|
Closing prev. day | 0.020 | ||||
Diff. absolute / % | -0.01 | -25.00% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1257344973 |
Valor | 125734497 |
Symbol | GEVGJB |
Strike | 56.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 15.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 23/03/2023 |
Date of maturity | 20/09/2024 |
Last trading day | 20/09/2024 |
Settlement Type | Cash payout |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Implied volatility | 0.28% |
Leverage | 3.55 |
Delta | 0.01 |
Gamma | 0.01 |
Vega | 0.01 |
Distance to Strike | 11.89 |
Distance to Strike in % | 26.96% |
Average Spread | 62.83% |
Last Best Bid Price | 0.02 CHF |
Last Best Ask Price | 0.03 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 | 11,440 CHF |
Average Sell Value | 10,720 CHF |
Spreads Availability Ratio | 98.09% |
Quote Availability | 98.09% |