SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.240 | ||||
Diff. absolute / % | -0.02 | -8.33% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1257344981 |
Valor | 125734498 |
Symbol | GEVHJB |
Strike | 48.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 15.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 23/03/2023 |
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 |
Intrinsic value | 0.11 |
Time value | 0.13 |
Implied volatility | 0.30% |
Leverage | 9.99 |
Delta | 0.69 |
Gamma | 0.08 |
Vega | 0.07 |
Distance to Strike | -1.58 |
Distance to Strike in % | -3.18% |
Average Spread | 4.45% |
Last Best Bid Price | 0.24 CHF |
Last Best Ask Price | 0.25 CHF |
Last Best Bid Volume | 750,000 |
Last Best Ask Volume | 250,000 |
Average Buy Volume | 750,000 |
Average Sell Volume | 250,000 |
Average Buy Value | 165,130 CHF |
Average Sell Value | 57,543 CHF |
Spreads Availability Ratio | 97.83% |
Quote Availability | 97.83% |