SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
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16.07.24
15:16:00 |
![]() |
0.030
|
0.040
|
CHF |
Volume |
1.00 m.
|
250,000
|
Closing prev. day | 0.040 | ||||
Diff. absolute / % | -0.01 | -25.00% |
Last Price | 0.040 | Volume | 20,000 | |
Time | 17:07:47 | Date | 28/06/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1257345368 |
Valor | 125734536 |
Symbol | GEVSJB |
Strike | 70.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 20.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 23/03/2023 |
Date of maturity | 20/09/2024 |
Last trading day | 20/09/2024 |
Settlement Type | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Implied volatility | 0.30% |
Leverage | 7.34 |
Delta | 0.07 |
Gamma | 0.03 |
Vega | 0.04 |
Distance to Strike | 7.80 |
Distance to Strike in % | 12.54% |
Average Spread | 28.69% |
Last Best Bid Price | 0.03 CHF |
Last Best Ask Price | 0.04 CHF |
Last Best Bid Volume | 1,000,000 |
Last Best Ask Volume | 250,000 |
Average Buy Volume | 1,000,000 |
Average Sell Volume | 250,000 |
Average Buy Value | 29,935 CHF |
Average Sell Value | 9,984 CHF |
Spreads Availability Ratio | 99.38% |
Quote Availability | 99.38% |