SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
03.05.24
10:44:00 |
0.610
|
0.620
|
CHF | |
Volume |
450,000
|
150,000
|
Closing prev. day | 0.590 | ||||
Diff. absolute / % | 0.02 | +3.39% |
Last Price | 0.700 | Volume | 2,000 | |
Time | 16:09:03 | Date | 26/04/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1286513226 |
Valor | 128651322 |
Symbol | GOYVJB |
Strike | 170.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 25.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 13/09/2023 |
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 |
Implied volatility | 0.27% |
Leverage | 6.37 |
Delta | 0.58 |
Gamma | 0.01 |
Vega | 0.52 |
Distance to Strike | 3.35 |
Distance to Strike in % | 2.01% |
Average Spread | 1.72% |
Last Best Bid Price | 0.58 CHF |
Last Best Ask Price | 0.59 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 | 259,582 CHF |
Average Sell Value | 88,028 CHF |
Spreads Availability Ratio | 98.85% |
Quote Availability | 98.85% |