SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
13.05.24
13:52:00 |
1.530
|
1.540
|
CHF | |
Volume |
300,000
|
100,000
|
Closing prev. day | 1.620 | ||||
Diff. absolute / % | -0.09 | -5.56% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1276772550 |
Valor | 127677255 |
Symbol | GOWUJB |
Strike | 130.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 25.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 29/06/2023 |
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 |
Leverage | 3.80 |
Delta | 0.87 |
Gamma | 0.00 |
Vega | 0.28 |
Distance to Strike | -38.62 |
Distance to Strike in % | -22.90% |
Average Spread | 0.61% |
Last Best Bid Price | 1.61 CHF |
Last Best Ask Price | 1.62 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 | 492,111 CHF |
Average Sell Value | 165,037 CHF |
Spreads Availability Ratio | 99.55% |
Quote Availability | 99.55% |