SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.080 | ||||
Diff. absolute / % | 0.01 | +14.29% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1337635184 |
Valor | 133763518 |
Symbol | GEYWJB |
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 | 21/06/2024 |
Last trading day | 21/06/2024 |
Settlement Type | Cash payout |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Implied volatility | 0.29% |
Leverage | 16.30 |
Delta | -0.37 |
Gamma | 0.02 |
Vega | 0.22 |
Distance to Strike | 5.37 |
Distance to Strike in % | 3.35% |
Average Spread | 10.57% |
Last Best Bid Price | 0.08 CHF |
Last Best Ask Price | 0.09 CHF |
Last Best Bid Volume | 1,000,000 |
Last Best Ask Volume | 400,000 |
Average Buy Volume | 1,000,000 |
Average Sell Volume | 400,265 |
Average Buy Value | 89,701 CHF |
Average Sell Value | 39,904 CHF |
Spreads Availability Ratio | 99.52% |
Quote Availability | 99.52% |