SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
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16.07.24
11:40:00 |
![]() |
0.005
|
0.015
|
CHF |
Volume |
1.00 m.
|
500,000
|
Closing prev. day | 0.016 | ||||
Diff. absolute / % | -0.01 | -68.75% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1311828409 |
Valor | 131182840 |
Symbol | GSYXJB |
Strike | 400.00 USD |
Type | Warrants |
Type | Bear |
Ratio | 100.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 29/12/2023 |
Date of maturity | 20/09/2024 |
Last trading day | 20/09/2024 |
Settlement Type | Cash payout |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Implied volatility | 0.32% |
Leverage | 7.63 |
Delta | -0.01 |
Gamma | 0.00 |
Vega | 0.04 |
Distance to Strike | 92.63 |
Distance to Strike in % | 18.80% |
Average Spread | 83.30% |
Last Best Bid Price | 0.01 CHF |
Last Best Ask Price | 0.02 CHF |
Last Best Bid Volume | 1,000,000 |
Last Best Ask Volume | 500,000 |
Average Buy Volume | 1,000,000 |
Average Sell Volume | 500,000 |
Average Buy Value | 7,236 CHF |
Average Sell Value | 8,618 CHF |
Spreads Availability Ratio | 99.59% |
Quote Availability | 99.59% |