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Put-Warrant
Symbol:
GEYDJB
ISIN:
CH1337635168
Issuer:
Bank Julius Bär
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
03.05.24
10:29:00 |
|
0.280
|
0.290
|
CHF |
| Volume |
900,000
|
300,000
|
||
Performance
| Closing prev. day | 0.290 | ||||
| Diff. absolute / % | -0.01 | -3.45% | |||
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 | CH1337635168 |
| Valor | 133763516 |
| Symbol | GEYDJB |
| Strike | 165.00 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
| Intrinsic value | 0.06 |
| Time value | 0.22 |
| Implied volatility | 0.30% |
| Leverage | 6.61 |
| Delta | -0.45 |
| Gamma | 0.01 |
| Vega | 0.40 |
| Distance to Strike | -2.32 |
| Distance to Strike in % | -1.43% |
market maker quality Date: 02/05/2024
| Average Spread | 3.23% |
| Last Best Bid Price | 0.29 CHF |
| Last Best Ask Price | 0.30 CHF |
| Last Best Bid Volume | 900,000 |
| Last Best Ask Volume | 300,000 |
| Average Buy Volume | 813,621 |
| Average Sell Volume | 271,207 |
| Average Buy Value | 247,335 CHF |
| Average Sell Value | 85,157 CHF |
| Spreads Availability Ratio | 99.54% |
| Quote Availability | 99.54% |
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