SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.190 | ||||
Diff. absolute / % | 0.01 | +5.56% |
Last Price | 0.220 | Volume | 20,000 | |
Time | 16:29:05 | Date | 12/03/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1257345368 |
Valor | 125734536 |
Symbol | GEVSJB |
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 | 20/09/2024 |
Last trading day | 20/09/2024 |
Settlement Type | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Implied volatility | 0.28% |
Leverage | 8.58 |
Delta | 0.47 |
Gamma | 0.05 |
Vega | 0.16 |
Distance to Strike | 0.90 |
Distance to Strike in % | 1.30% |
Average Spread | 5.41% |
Last Best Bid Price | 0.17 CHF |
Last Best Ask Price | 0.18 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 | 134,859 CHF |
Average Sell Value | 47,453 CHF |
Spreads Availability Ratio | 98.48% |
Quote Availability | 98.48% |