SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.270 | ||||
Diff. absolute / % | 0.01 | +3.85% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1257345350 |
Valor | 125734535 |
Symbol | GEVRJB |
Strike | 70.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 20.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 23/03/2023 |
Date of maturity | 20/12/2024 |
Last trading day | 20/12/2024 |
Settlement Type | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Implied volatility | 0.28% |
Leverage | 6.47 |
Delta | 0.49 |
Gamma | 0.04 |
Vega | 0.21 |
Distance to Strike | 0.90 |
Distance to Strike in % | 1.30% |
Average Spread | 3.89% |
Last Best Bid Price | 0.25 CHF |
Last Best Ask Price | 0.26 CHF |
Last Best Bid Volume | 750,000 |
Last Best Ask Volume | 250,000 |
Average Buy Volume | 750,000 |
Average Sell Volume | 250,000 |
Average Buy Value | 188,996 CHF |
Average Sell Value | 65,499 CHF |
Spreads Availability Ratio | 98.48% |
Quote Availability | 98.48% |