SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.250 | ||||
Diff. absolute / % | -0.03 | -12.00% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1337635168 |
Valor | 133763516 |
Symbol | GEYDJB |
Strike | 165.00 USD |
Type | Warrants |
Type | Bear |
Ratio | 40.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 10/04/2024 |
Date of maturity | 20/09/2024 |
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 | 10.01 |
Delta | -0.60 |
Gamma | 0.03 |
Vega | 0.26 |
Distance to Strike | -4.57 |
Distance to Strike in % | -2.85% |
Average Spread | 3.87% |
Last Best Bid Price | 0.25 CHF |
Last Best Ask Price | 0.26 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 | 190,267 CHF |
Average Sell Value | 65,922 CHF |
Spreads Availability Ratio | 95.61% |
Quote Availability | 95.61% |