SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
13.05.24
08:52:00 |
0.600
|
0.610
|
CHF | |
Volume |
450,000
|
150,000
|
Closing prev. day | 0.640 | ||||
Diff. absolute / % | -0.05 | -7.25% |
Last Price | 0.240 | Volume | 40,000 | |
Time | 16:33:40 | Date | 14/03/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1286510628 |
Valor | 128651062 |
Symbol | GOOKJB |
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 | 04/09/2023 |
Date of maturity | 20/09/2024 |
Last trading day | 20/09/2024 |
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 | 0.31 |
Implied volatility | 0.24% |
Leverage | 7.04 |
Delta | 0.66 |
Gamma | 0.01 |
Vega | 0.37 |
Distance to Strike | -8.11 |
Distance to Strike in % | -4.82% |
Average Spread | 1.44% |
Last Best Bid Price | 0.68 CHF |
Last Best Ask Price | 0.69 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 | 310,581 CHF |
Average Sell Value | 105,027 CHF |
Spreads Availability Ratio | 99.51% |
Quote Availability | 99.51% |