SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
03.05.24
13:27:00 |
0.810
|
0.820
|
CHF | |
Volume |
450,000
|
150,000
|
Closing prev. day | 0.780 | ||||
Diff. absolute / % | 0.02 | +2.56% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1280664074 |
Valor | 128066407 |
Symbol | GOZBJB |
Strike | 160.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 25.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 02/08/2023 |
Date of maturity | 20/12/2024 |
Last trading day | 20/12/2024 |
Settlement Type | Cash payout |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Intrinsic value | 0.27 |
Time value | 0.54 |
Implied volatility | 0.27% |
Leverage | 5.39 |
Delta | 0.65 |
Gamma | 0.01 |
Vega | 0.49 |
Distance to Strike | -6.65 |
Distance to Strike in % | -3.99% |
Average Spread | 1.30% |
Last Best Bid Price | 0.77 CHF |
Last Best Ask Price | 0.78 CHF |
Last Best Bid Volume | 450,000 |
Last Best Ask Volume | 150,000 |
Average Buy Volume | 450,000 |
Average Sell Volume | 150,000 |
Average Buy Value | 345,101 CHF |
Average Sell Value | 116,534 CHF |
Spreads Availability Ratio | 99.01% |
Quote Availability | 99.01% |