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Put-Warrant
Symbol:
GEXJJB
ISIN:
CH1337640093
Issuer:
Bank Julius Bär
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
03.05.24
15:41:00 |
|
0.250
|
0.260
|
CHF |
| Volume |
1.00 m.
|
400,000
|
||
Performance
| Closing prev. day | 0.270 | ||||
| Diff. absolute / % | -0.03 | -11.11% | |||
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 | CH1337640093 |
| Valor | 133764009 |
| Symbol | GEXJJB |
| 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 | 17/04/2024 |
| Date of maturity | 20/12/2024 |
| Last trading day | 20/12/2024 |
| 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 | 0.31% |
| Leverage | 5.84 |
| Delta | -0.34 |
| Gamma | 0.01 |
| Vega | 0.47 |
| Distance to Strike | 7.68 |
| Distance to Strike in % | 4.72% |
market maker quality Date: 02/05/2024
| Average Spread | 3.57% |
| Last Best Bid Price | 0.27 CHF |
| Last Best Ask Price | 0.28 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 | 275,231 CHF |
| Average Sell Value | 114,092 CHF |
| Spreads Availability Ratio | 99.49% |
| Quote Availability | 99.49% |
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