SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
15.05.24
10:17:00 |
0.070
|
0.080
|
CHF | |
Volume |
1.00 m.
|
500,000
|
Closing prev. day | 0.070 | ||||
Diff. absolute / % | 0.00 | 0.00% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1276773889 |
Valor | 127677388 |
Symbol | GILBJB |
Strike | 80.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 20.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 03/07/2023 |
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 |
Implied volatility | 0.23% |
Leverage | 8.20 |
Delta | 0.17 |
Gamma | 0.03 |
Vega | 0.13 |
Distance to Strike | 12.37 |
Distance to Strike in % | 18.29% |
Average Spread | 13.37% |
Last Best Bid Price | 0.07 CHF |
Last Best Ask Price | 0.08 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 | 69,817 CHF |
Average Sell Value | 39,908 CHF |
Spreads Availability Ratio | 98.63% |
Quote Availability | 98.63% |