SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.460 | ||||
Diff. absolute / % | 0.02 | +4.55% |
Last Price | 0.450 | Volume | 10,000 | |
Time | 14:32:00 | Date | 15/05/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1280665998 |
Valor | 128066599 |
Symbol | GEOQJB |
Strike | 65.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 15.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 10/08/2023 |
Date of maturity | 20/09/2024 |
Last trading day | 20/09/2024 |
Settlement Type | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Intrinsic value | 0.27 |
Time value | 0.18 |
Implied volatility | 0.30% |
Leverage | 7.32 |
Delta | 0.71 |
Gamma | 0.04 |
Vega | 0.14 |
Distance to Strike | -4.10 |
Distance to Strike in % | -5.93% |
Average Spread | 2.28% |
Last Best Bid Price | 0.43 CHF |
Last Best Ask Price | 0.44 CHF |
Last Best Bid Volume | 750,000 |
Last Best Ask Volume | 150,000 |
Average Buy Volume | 750,000 |
Average Sell Volume | 150,000 |
Average Buy Value | 325,023 CHF |
Average Sell Value | 66,505 CHF |
Spreads Availability Ratio | 98.48% |
Quote Availability | 98.48% |