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Call-Warrant
Symbol:
GIYEJB
ISIN:
CH1303727544
Issuer:
Bank Julius Bär
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
27.09.24
08:24:00 |
|
0.480
|
0.490
|
CHF |
| Volume |
600,000
|
200,000
|
||
Performance
| Closing prev. day | 0.480 | ||||
| Diff. absolute / % | -0.02 | -4.00% | |||
Determined prices
| Last Price | - | Volume | - | |
| Time | - | Date | - |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| 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 |
Underlyings
| Name | Gilead Sciences Inc. |
| ISIN | US3755581036 |
| Price |
74.485 EUR
|
| Date | 27/09/24 09:13 |
| Ratio | 20.00 |
Key data
| 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% |
market maker quality Date: 26/09/2024
| Average Spread | 2.16% |
| Last Best Bid Price | 0.47 CHF |
| Last Best Ask Price | 0.48 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 | 274,248 CHF |
| Average Sell Value | 93,416 CHF |
| Spreads Availability Ratio | 98.17% |
| Quote Availability | 98.17% |
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