SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.500 | ||||
Diff. absolute / % | -0.03 | -6.00% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1303727544 |
Valor | 130372754 |
Symbol | GIYEJB |
Strike | 75.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 20.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 29/11/2023 |
Date of maturity | 21/03/2025 |
Last trading day | 21/03/2025 |
Settlement Type | Cash payout |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Intrinsic value | 0.39 |
Time value | 0.07 |
Implied volatility | 0.11% |
Leverage | 7.74 |
Delta | 0.86 |
Gamma | 0.02 |
Vega | 0.13 |
Distance to Strike | -7.86 |
Distance to Strike in % | -9.49% |
Average Spread | 1.99% |
Last Best Bid Price | 0.49 CHF |
Last Best Ask Price | 0.50 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 | 298,424 CHF |
Average Sell Value | 101,475 CHF |
Spreads Availability Ratio | 98.67% |
Quote Availability | 98.67% |