SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.810 | ||||
Diff. absolute / % | -0.07 | -8.05% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1280664074 |
Valor | 128066407 |
Symbol | GOZBJB |
Strike | 160.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 25.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 02/08/2023 |
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 | 0.32 |
Time value | 0.49 |
Implied volatility | 0.25% |
Leverage | 5.52 |
Delta | 0.66 |
Gamma | 0.01 |
Vega | 0.48 |
Distance to Strike | -8.11 |
Distance to Strike in % | -4.82% |
Average Spread | 1.15% |
Last Best Bid Price | 0.86 CHF |
Last Best Ask Price | 0.87 CHF |
Last Best Bid Volume | 450,000 |
Last Best Ask Volume | 150,000 |
Average Buy Volume | 450,000 |
Average Sell Volume | 150,000 |
Average Buy Value | 390,035 CHF |
Average Sell Value | 131,512 CHF |
Spreads Availability Ratio | 99.47% |
Quote Availability | 99.47% |