SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.300 | ||||
Diff. absolute / % | 0.00 | 0.00% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1337635093 |
Valor | 133763509 |
Symbol | GEJSJB |
Strike | 165.00 USD |
Type | Warrants |
Type | Bear |
Ratio | 40.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 10/04/2024 |
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 | 0.32% |
Leverage | 5.24 |
Delta | -0.39 |
Gamma | 0.01 |
Vega | 0.47 |
Distance to Strike | 2.29 |
Distance to Strike in % | 1.37% |
Average Spread | 3.11% |
Last Best Bid Price | 0.29 CHF |
Last Best Ask Price | 0.30 CHF |
Last Best Bid Volume | 1,000,000 |
Last Best Ask Volume | 400,000 |
Average Buy Volume | 906,940 |
Average Sell Volume | 306,940 |
Average Buy Value | 287,505 CHF |
Average Sell Value | 100,280 CHF |
Spreads Availability Ratio | 96.14% |
Quote Availability | 96.14% |