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Put-Warrant
Symbol:
GEYCJB
ISIN:
CH1337635150
Issuer:
Bank Julius Bär
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
| Please note that data is only available after start of trading. | ||||
Performance
| Closing prev. day | 0.240 | ||||
| Diff. absolute / % | 0.02 | +9.09% | |||
Determined prices
| Last Price | - | Volume | - | |
| Time | - | Date | - |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Put-Warrant |
| ISIN | CH1337635150 |
| Valor | 133763515 |
| Symbol | GEYCJB |
| Strike | 160.00 USD |
| Type | Warrants |
| Type | Bear |
| 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 |
Key data
| Implied volatility | 0.30% |
| Leverage | 6.77 |
| Delta | -0.42 |
| Gamma | 0.01 |
| Vega | 0.39 |
| Distance to Strike | 0.37 |
| Distance to Strike in % | 0.23% |
market maker quality Date: 02/05/2024
| Average Spread | 3.98% |
| Last Best Bid Price | 0.24 CHF |
| Last Best Ask Price | 0.25 CHF |
| Last Best Bid Volume | 900,000 |
| Last Best Ask Volume | 300,000 |
| Average Buy Volume | 900,457 |
| Average Sell Volume | 300,457 |
| Average Buy Value | 221,683 CHF |
| Average Sell Value | 76,969 CHF |
| Spreads Availability Ratio | 99.51% |
| Quote Availability | 99.51% |
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