SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.420 | ||||
Diff. absolute / % | -0.07 | -14.58% |
Last Price | 0.490 | Volume | 5,000 | |
Time | 16:55:03 | Date | 07/05/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1294279059 |
Valor | 129427905 |
Symbol | GOOFJB |
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 | 13/10/2023 |
Date of maturity | 21/06/2024 |
Last trading day | 21/06/2024 |
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 | 0.09 |
Implied volatility | 0.21% |
Leverage | 11.25 |
Delta | 0.69 |
Gamma | 0.02 |
Vega | 0.20 |
Distance to Strike | -8.11 |
Distance to Strike in % | -4.82% |
Average Spread | 2.08% |
Last Best Bid Price | 0.47 CHF |
Last Best Ask Price | 0.48 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 | 142,585 CHF |
Average Sell Value | 48,528 CHF |
Spreads Availability Ratio | 99.45% |
Quote Availability | 99.45% |