Call-Warrant

Symbol: GEVRJB
Underlyings: Georg Fischer AG
ISIN: CH1257345350
Issuer:
Bank Julius Bär
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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Please note that data is only available after start of trading.

Performance

Closing prev. day 0.040
Diff. absolute / % 0.00 0.00%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Call-Warrant
ISIN CH1257345350
Valor 125734535
Symbol GEVRJB
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 23/03/2023
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

Underlyings

Name Georg Fischer AG
ISIN CH1169151003
Price 65.45 CHF
Date 22/11/24 17:30
Ratio 20.00

Key data

Implied volatility 0.37%
Leverage 28.30
Delta 0.35
Gamma 0.04
Vega 0.07
Distance to Strike 4.80
Distance to Strike in % 7.36%

market maker quality Date: 20/11/2024

Average Spread 22.00%
Last Best Bid Price 0.04 CHF
Last Best Ask Price 0.05 CHF
Last Best Bid Volume 1,500,000
Last Best Ask Volume 250,000
Average Buy Volume 1,500,000
Average Sell Volume 250,000
Average Buy Value 61,834 CHF
Average Sell Value 12,806 CHF
Spreads Availability Ratio 99.38%
Quote Availability 99.38%

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