SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
03.05.24
14:44:00 |
0.170
|
0.180
|
CHF | |
Volume |
1.00 m.
|
400,000
|
Closing prev. day | 0.190 | ||||
Diff. absolute / % | -0.02 | -10.53% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1337635176 |
Valor | 133763517 |
Symbol | GEYOJB |
Strike | 155.00 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 |
Implied volatility | 0.31% |
Leverage | 7.78 |
Delta | -0.34 |
Gamma | 0.01 |
Vega | 0.37 |
Distance to Strike | 7.68 |
Distance to Strike in % | 4.72% |
Average Spread | 4.96% |
Last Best Bid Price | 0.19 CHF |
Last Best Ask Price | 0.20 CHF |
Last Best Bid Volume | 1,000,000 |
Last Best Ask Volume | 400,000 |
Average Buy Volume | 1,000,000 |
Average Sell Volume | 400,000 |
Average Buy Value | 196,861 CHF |
Average Sell Value | 82,744 CHF |
Spreads Availability Ratio | 99.51% |
Quote Availability | 99.51% |