SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.100 | ||||
Diff. absolute / % | -0.02 | -18.18% |
Last Price | 0.070 | Volume | 32,000 | |
Time | 16:27:11 | Date | 15/02/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1257345129 |
Valor | 125734512 |
Symbol | GOWDJB |
Strike | 18.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 8.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 23/03/2023 |
Date of maturity | 20/09/2024 |
Last trading day | 20/09/2024 |
Settlement Type | Cash payout |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Implied volatility | 0.32% |
Leverage | 9.38 |
Delta | 0.41 |
Gamma | 0.11 |
Vega | 0.04 |
Distance to Strike | 1.60 |
Distance to Strike in % | 9.76% |
Average Spread | 9.66% |
Last Best Bid Price | 0.10 CHF |
Last Best Ask Price | 0.11 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 | 98,717 CHF |
Average Sell Value | 54,359 CHF |
Spreads Availability Ratio | 99.58% |
Quote Availability | 99.58% |