SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.200 | ||||
Diff. absolute / % | -0.17 | -45.95% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1341860240 |
Valor | 134186024 |
Symbol | GOWJJB |
Strike | 170.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 25.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 17/04/2024 |
Date of maturity | 17/01/2025 |
Last trading day | 17/01/2025 |
Settlement Type | Cash payout |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Implied volatility | 0.23% |
Leverage | 18.02 |
Delta | 0.46 |
Gamma | 0.02 |
Vega | 0.26 |
Distance to Strike | 4.51 |
Distance to Strike in % | 2.73% |
Average Spread | 2.35% |
Last Best Bid Price | 0.36 CHF |
Last Best Ask Price | 0.37 CHF |
Last Best Bid Volume | 450,000 |
Last Best Ask Volume | 150,000 |
Average Buy Volume | 327,647 |
Average Sell Volume | 109,216 |
Average Buy Value | 136,947 CHF |
Average Sell Value | 46,741 CHF |
Spreads Availability Ratio | 99.27% |
Quote Availability | 99.27% |