SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
03.05.24
10:29:00 |
0.200
|
0.210
|
CHF | |
Volume |
750,000
|
250,000
|
Closing prev. day | 0.200 | ||||
Diff. absolute / % | -0.03 | -13.04% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1337635218 |
Valor | 133763521 |
Symbol | GEXEJB |
Strike | 160.00 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 |
Intrinsic value | 0.07 |
Time value | 0.12 |
Implied volatility | 0.25% |
Leverage | 12.79 |
Delta | 0.60 |
Gamma | 0.02 |
Vega | 0.23 |
Distance to Strike | -2.68 |
Distance to Strike in % | -1.65% |
Average Spread | 5.57% |
Last Best Bid Price | 0.19 CHF |
Last Best Ask Price | 0.20 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 | 131,027 CHF |
Average Sell Value | 46,176 CHF |
Spreads Availability Ratio | 99.49% |
Quote Availability | 99.49% |