SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.350 | ||||
Diff. absolute / % | 0.02 | +5.71% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1337635069 |
Valor | 133763506 |
Symbol | GEJFJB |
Strike | 180.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 40.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 10/04/2024 |
Date of maturity | 20/06/2025 |
Last trading day | 20/06/2025 |
Settlement Type | Cash payout |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Implied volatility | 0.31% |
Leverage | 4.42 |
Delta | 0.40 |
Gamma | 0.01 |
Vega | 0.60 |
Distance to Strike | 19.57 |
Distance to Strike in % | 12.20% |
Average Spread | 2.88% |
Last Best Bid Price | 0.34 CHF |
Last Best Ask Price | 0.35 CHF |
Last Best Bid Volume | 900,000 |
Last Best Ask Volume | 300,000 |
Average Buy Volume | 900,000 |
Average Sell Volume | 300,000 |
Average Buy Value | 308,574 CHF |
Average Sell Value | 105,858 CHF |
Spreads Availability Ratio | 95.49% |
Quote Availability | 95.49% |