SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
03.05.24
09:34:00 |
0.450
|
0.460
|
CHF | |
Volume |
750,000
|
250,000
|
Closing prev. day | 0.450 | ||||
Diff. absolute / % | -0.03 | -6.25% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1337635077 |
Valor | 133763507 |
Symbol | GEJIJB |
Strike | 170.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 40.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 10/04/2024 |
Date of maturity | 21/03/2025 |
Last trading day | 21/03/2025 |
Settlement Type | Cash payout |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Implied volatility | 0.30% |
Leverage | 5.18 |
Delta | 0.57 |
Gamma | 0.01 |
Vega | 0.60 |
Distance to Strike | 9.63 |
Distance to Strike in % | 6.00% |
Average Spread | 2.33% |
Last Best Bid Price | 0.44 CHF |
Last Best Ask Price | 0.45 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 | 318,245 CHF |
Average Sell Value | 108,582 CHF |
Spreads Availability Ratio | 99.47% |
Quote Availability | 99.47% |