SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.080 | ||||
Diff. absolute / % | -0.05 | -62.50% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1341860588 |
Valor | 134186058 |
Symbol | GEWYJB |
Strike | 160.00 USD |
Type | Warrants |
Type | Bear |
Ratio | 25.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 17/04/2024 |
Date of maturity | 19/07/2024 |
Last trading day | 19/07/2024 |
Settlement Type | Cash payout |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Implied volatility | 0.30% |
Leverage | 54.55 |
Delta | -0.43 |
Gamma | 0.14 |
Vega | 0.06 |
Distance to Strike | 0.43 |
Distance to Strike in % | 0.27% |
Average Spread | 12.41% |
Last Best Bid Price | 0.08 CHF |
Last Best Ask Price | 0.09 CHF |
Last Best Bid Volume | 600,000 |
Last Best Ask Volume | 200,000 |
Average Buy Volume | 521,952 |
Average Sell Volume | 173,984 |
Average Buy Value | 39,624 CHF |
Average Sell Value | 14,948 CHF |
Spreads Availability Ratio | 95.47% |
Quote Availability | 95.47% |