SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
03.05.24
12:01:00 |
0.300
|
0.310
|
CHF | |
Volume |
750,000
|
250,000
|
Closing prev. day | 0.290 | ||||
Diff. absolute / % | 0.01 | +3.45% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1337635135 |
Valor | 133763513 |
Symbol | GEZXJB |
Strike | 165.00 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 | 20/09/2024 |
Last trading day | 20/09/2024 |
Settlement Type | Cash payout |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Implied volatility | 0.30% |
Leverage | 7.55 |
Delta | 0.56 |
Gamma | 0.01 |
Vega | 0.40 |
Distance to Strike | 2.32 |
Distance to Strike in % | 1.43% |
Average Spread | 3.59% |
Last Best Bid Price | 0.28 CHF |
Last Best Ask Price | 0.29 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 | 204,959 CHF |
Average Sell Value | 70,820 CHF |
Spreads Availability Ratio | 99.47% |
Quote Availability | 99.47% |