SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
03.05.24
12:01:00 |
0.040
|
0.050
|
CHF | |
Volume |
1.50 m.
|
250,000
|
Closing prev. day | 0.040 | ||||
Diff. absolute / % | 0.00 | 0.00% |
Last Price | 0.150 | Volume | 1,000 | |
Time | 13:57:04 | Date | 20/03/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1242789340 |
Valor | 124278934 |
Symbol | GEXUJB |
Strike | 550.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 125.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 01/02/2023 |
Date of maturity | 21/06/2024 |
Last trading day | 21/06/2024 |
Settlement Type | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Implied volatility | 0.31% |
Leverage | 8.52 |
Delta | 0.09 |
Gamma | 0.00 |
Vega | 0.29 |
Distance to Strike | 51.80 |
Distance to Strike in % | 10.40% |
Average Spread | 28.60% |
Last Best Bid Price | 0.03 CHF |
Last Best Ask Price | 0.04 CHF |
Last Best Bid Volume | 1,500,000 |
Last Best Ask Volume | 250,000 |
Average Buy Volume | 1,500,000 |
Average Sell Volume | 250,000 |
Average Buy Value | 44,966 CHF |
Average Sell Value | 9,994 CHF |
Spreads Availability Ratio | 99.36% |
Quote Availability | 99.36% |