SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
![]()
16.07.24
15:34:00 |
![]() |
0.340
|
0.350
|
CHF |
Volume |
600,000
|
200,000
|
Closing prev. day | 0.360 | ||||
Diff. absolute / % | -0.01 | -2.78% |
Last Price | 0.280 | Volume | 20,000 | |
Time | 09:17:18 | Date | 04/06/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1284781544 |
Valor | 128478154 |
Symbol | GOLEJB |
Strike | 17.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 5.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 24/08/2023 |
Date of maturity | 20/09/2024 |
Last trading day | 20/09/2024 |
Settlement Type | Cash payout |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Delta | 0.80 |
Gamma | 0.14 |
Vega | 0.02 |
Distance to Strike | -1.36 |
Distance to Strike in % | -7.43% |
Average Spread | 2.80% |
Last Best Bid Price | 0.36 CHF |
Last Best Ask Price | 0.37 CHF |
Last Best Bid Volume | 600,000 |
Last Best Ask Volume | 200,000 |
Average Buy Volume | 600,000 |
Average Sell Volume | 200,000 |
Average Buy Value | 211,184 CHF |
Average Sell Value | 72,395 CHF |
Spreads Availability Ratio | 99.58% |
Quote Availability | 99.58% |