SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.410 | ||||
Diff. absolute / % | 0.01 | +2.44% |
Last Price | 0.250 | Volume | 2,000 | |
Time | 15:32:02 | Date | 16/04/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1276777781 |
Valor | 127677778 |
Symbol | GALGJB |
Strike | 70.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 20.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 20/07/2023 |
Date of maturity | 20/12/2024 |
Last trading day | 20/12/2024 |
Settlement Type | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Intrinsic value | 0.31 |
Time value | 0.12 |
Implied volatility | 0.29% |
Leverage | 8.52 |
Delta | 0.96 |
Gamma | 0.07 |
Vega | 0.03 |
Distance to Strike | -6.15 |
Distance to Strike in % | -8.08% |
Average Spread | 2.34% |
Last Best Bid Price | 0.41 CHF |
Last Best Ask Price | 0.42 CHF |
Last Best Bid Volume | 750,000 |
Last Best Ask Volume | 250,000 |
Average Buy Volume | 667,168 |
Average Sell Volume | 222,389 |
Average Buy Value | 281,052 CHF |
Average Sell Value | 95,908 CHF |
Spreads Availability Ratio | 99.37% |
Quote Availability | 99.37% |