SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.140 | ||||
Diff. absolute / % | -0.04 | -23.53% |
Last Price | 0.170 | Volume | 30,000 | |
Time | 11:00:29 | Date | 24/04/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1337635200 |
Valor | 133763520 |
Symbol | GEXCJB |
Strike | 165.00 USD |
Type | Warrants |
Type | Bull |
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 | 0.28% |
Leverage | 15.88 |
Delta | 0.48 |
Gamma | 0.02 |
Vega | 0.24 |
Distance to Strike | 4.63 |
Distance to Strike in % | 2.89% |
Average Spread | 5.80% |
Last Best Bid Price | 0.16 CHF |
Last Best Ask Price | 0.17 CHF |
Last Best Bid Volume | 750,000 |
Last Best Ask Volume | 250,000 |
Average Buy Volume | 750,000 |
Average Sell Volume | 250,000 |
Average Buy Value | 125,824 CHF |
Average Sell Value | 44,441 CHF |
Spreads Availability Ratio | 99.43% |
Quote Availability | 99.43% |