SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.030 | ||||
Diff. absolute / % | -0.02 | -50.00% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1240055736 |
Valor | 124005573 |
Symbol | GOLYJB |
Strike | 18.50 USD |
Type | Warrants |
Type | Bull |
Ratio | 8.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 05/01/2023 |
Date of maturity | 21/06/2024 |
Last trading day | 21/06/2024 |
Settlement Type | Cash payout |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Implied volatility | 0.36% |
Leverage | 21.77 |
Delta | 0.21 |
Gamma | 0.13 |
Vega | 0.02 |
Distance to Strike | 2.10 |
Distance to Strike in % | 12.80% |
Average Spread | 38.13% |
Last Best Bid Price | 0.03 CHF |
Last Best Ask Price | 0.04 CHF |
Last Best Bid Volume | 1,000,000 |
Last Best Ask Volume | 500,000 |
Average Buy Volume | 1,000,000 |
Average Sell Volume | 500,000 |
Average Buy Value | 21,632 CHF |
Average Sell Value | 15,816 CHF |
Spreads Availability Ratio | 99.59% |
Quote Availability | 99.59% |