SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
03.05.24
10:20:00 |
0.016
|
0.026
|
CHF | |
Volume |
1.00 m.
|
500,000
|
Closing prev. day | 0.020 | ||||
Diff. absolute / % | -0.00 | -20.00% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1286510644 |
Valor | 128651064 |
Symbol | GOYBJB |
Strike | 140.00 USD |
Type | Warrants |
Type | Bear |
Ratio | 25.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 04/09/2023 |
Date of maturity | 21/06/2024 |
Last trading day | 21/06/2024 |
Settlement Type | Cash payout |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Implied volatility | 0.34% |
Leverage | 39.91 |
Delta | -0.10 |
Gamma | 0.01 |
Vega | 0.10 |
Distance to Strike | 26.65 |
Distance to Strike in % | 15.99% |
Average Spread | 39.97% |
Last Best Bid Price | 0.02 CHF |
Last Best Ask Price | 0.03 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 | 20,028 CHF |
Average Sell Value | 15,014 CHF |
Spreads Availability Ratio | 98.86% |
Quote Availability | 98.86% |