SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.690 | ||||
Diff. absolute / % | -0.01 | -1.45% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1263884681 |
Valor | 126388468 |
Symbol | GEYTJB |
Strike | 40.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 15.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 06/06/2023 |
Date of maturity | 20/12/2024 |
Last trading day | 20/12/2024 |
Settlement Type | Cash payout |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Intrinsic value | 0.64 |
Time value | 0.04 |
Leverage | 4.67 |
Delta | 0.96 |
Gamma | 0.01 |
Vega | 0.03 |
Distance to Strike | -9.58 |
Distance to Strike in % | -19.31% |
Average Spread | 1.48% |
Last Best Bid Price | 0.69 CHF |
Last Best Ask Price | 0.70 CHF |
Last Best Bid Volume | 600,000 |
Last Best Ask Volume | 200,000 |
Average Buy Volume | 600,000 |
Average Sell Volume | 200,000 |
Average Buy Value | 402,651 CHF |
Average Sell Value | 136,217 CHF |
Spreads Availability Ratio | 97.85% |
Quote Availability | 97.85% |