SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.280 | ||||
Diff. absolute / % | 0.04 | +14.29% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1341860562 |
Valor | 134186056 |
Symbol | GEWXJB |
Strike | 160.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 25.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 17/04/2024 |
Date of maturity | 16/08/2024 |
Last trading day | 16/08/2024 |
Settlement Type | Cash payout |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Intrinsic value | 0.02 |
Time value | 0.28 |
Implied volatility | 0.39% |
Leverage | 12.06 |
Delta | 0.56 |
Gamma | 0.04 |
Vega | 0.18 |
Distance to Strike | -0.43 |
Distance to Strike in % | -0.27% |
Average Spread | 3.74% |
Last Best Bid Price | 0.27 CHF |
Last Best Ask Price | 0.28 CHF |
Last Best Bid Volume | 450,000 |
Last Best Ask Volume | 150,000 |
Average Buy Volume | 450,513 |
Average Sell Volume | 150,171 |
Average Buy Value | 118,384 CHF |
Average Sell Value | 40,963 CHF |
Spreads Availability Ratio | 95.59% |
Quote Availability | 95.59% |