SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 1.320 | ||||
Diff. absolute / % | -0.08 | -5.76% |
Last Price | 1.130 | Volume | 2,000 | |
Time | 15:36:18 | Date | 12/04/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1263883535 |
Valor | 126388353 |
Symbol | GOXCJB |
Strike | 140.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 25.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 06/06/2023 |
Date of maturity | 20/12/2024 |
Last trading day | 20/12/2024 |
Settlement Type | Cash payout |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Intrinsic value | 1.12 |
Time value | 0.20 |
Implied volatility | 0.17% |
Leverage | 4.10 |
Delta | 0.80 |
Gamma | 0.01 |
Vega | 0.36 |
Distance to Strike | -28.11 |
Distance to Strike in % | -16.72% |
Average Spread | 0.72% |
Last Best Bid Price | 1.38 CHF |
Last Best Ask Price | 1.39 CHF |
Last Best Bid Volume | 300,000 |
Last Best Ask Volume | 100,000 |
Average Buy Volume | 300,000 |
Average Sell Volume | 100,000 |
Average Buy Value | 415,548 CHF |
Average Sell Value | 139,516 CHF |
Spreads Availability Ratio | 99.46% |
Quote Availability | 99.46% |