SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
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16.07.24
16:10:00 |
![]() |
0.130
|
0.140
|
CHF |
Volume |
750,000
|
250,000
|
Closing prev. day | 0.140 | ||||
Diff. absolute / % | -0.01 | -7.14% |
Last Price | 0.450 | Volume | 10,000 | |
Time | 14:32:00 | Date | 15/05/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1280665998 |
Valor | 128066599 |
Symbol | GEOQJB |
Strike | 65.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 15.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 10/08/2023 |
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 | 10.22 |
Delta | 0.30 |
Gamma | 0.07 |
Vega | 0.09 |
Distance to Strike | 2.80 |
Distance to Strike in % | 4.50% |
Average Spread | 7.02% |
Last Best Bid Price | 0.13 CHF |
Last Best Ask Price | 0.14 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 | 103,443 CHF |
Average Sell Value | 36,981 CHF |
Spreads Availability Ratio | 99.38% |
Quote Availability | 99.38% |