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Put-Warrant
Symbol:
GEYXJB
ISIN:
CH1337635192
Issuer:
Bank Julius Bär
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
03.05.24
10:14:00 |
|
0.110
|
0.120
|
CHF |
| Volume |
1.00 m.
|
400,000
|
||
Performance
| Closing prev. day | 0.130 | ||||
| Diff. absolute / % | -0.02 | -15.38% | |||
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 | CH1337635192 |
| Valor | 133763519 |
| Symbol | GEYXJB |
| 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 | 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 |
Key data
| Implied volatility | 0.28% |
| Leverage | 15.02 |
| Delta | -0.41 |
| Gamma | 0.02 |
| Vega | 0.23 |
| Distance to Strike | 2.68 |
| Distance to Strike in % | 1.65% |
market maker quality Date: 02/05/2024
| Average Spread | 7.09% |
| Last Best Bid Price | 0.13 CHF |
| Last Best Ask Price | 0.14 CHF |
| Last Best Bid Volume | 900,000 |
| Last Best Ask Volume | 300,000 |
| Average Buy Volume | 900,025 |
| Average Sell Volume | 300,025 |
| Average Buy Value | 122,528 CHF |
| Average Sell Value | 43,845 CHF |
| Spreads Availability Ratio | 99.50% |
| Quote Availability | 99.50% |
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