SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
03.05.24
15:25:00 |
0.380
|
0.390
|
CHF | |
Volume |
600,000
|
200,000
|
Closing prev. day | 0.350 | ||||
Diff. absolute / % | 0.03 | +8.57% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1337635143 |
Valor | 133763514 |
Symbol | GEYBJB |
Strike | 160.00 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 |
Intrinsic value | 0.07 |
Time value | 0.29 |
Implied volatility | 0.29% |
Leverage | 6.90 |
Delta | 0.61 |
Gamma | 0.01 |
Vega | 0.39 |
Distance to Strike | -2.68 |
Distance to Strike in % | -1.65% |
Average Spread | 2.99% |
Last Best Bid Price | 0.34 CHF |
Last Best Ask Price | 0.35 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 | 247,375 CHF |
Average Sell Value | 84,958 CHF |
Spreads Availability Ratio | 99.47% |
Quote Availability | 99.47% |