SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
![]()
16.07.24
14:02:00 |
![]() |
0.970
|
0.980
|
CHF |
Volume |
450,000
|
150,000
|
Closing prev. day | 0.950 | ||||
Diff. absolute / % | 0.02 | +2.11% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1308925010 |
Valor | 130892501 |
Symbol | GSJPJB |
Strike | 400.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 100.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 15/12/2023 |
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 | 0.93 |
Time value | 0.04 |
Leverage | 4.71 |
Delta | 0.93 |
Gamma | 0.00 |
Vega | 0.55 |
Distance to Strike | -92.63 |
Distance to Strike in % | -18.80% |
Average Spread | 1.10% |
Last Best Bid Price | 0.95 CHF |
Last Best Ask Price | 0.96 CHF |
Last Best Bid Volume | 450,000 |
Last Best Ask Volume | 150,000 |
Average Buy Volume | 450,000 |
Average Sell Volume | 150,000 |
Average Buy Value | 407,285 CHF |
Average Sell Value | 137,262 CHF |
Spreads Availability Ratio | 99.49% |
Quote Availability | 99.49% |