SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 1.260 | ||||
Diff. absolute / % | 0.12 | +9.52% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1303723311 |
Valor | 130372331 |
Symbol | GSZYJB |
Strike | 360.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 100.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 24/11/2023 |
Date of maturity | 21/03/2025 |
Last trading day | 21/03/2025 |
Settlement Type | Cash payout |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Leverage | 3.53 |
Delta | 0.98 |
Gamma | 0.00 |
Vega | 0.15 |
Distance to Strike | -142.82 |
Distance to Strike in % | -28.40% |
Average Spread | 0.82% |
Last Best Bid Price | 1.26 CHF |
Last Best Ask Price | 1.27 CHF |
Last Best Bid Volume | 450,000 |
Last Best Ask Volume | 150,000 |
Average Buy Volume | 450,000 |
Average Sell Volume | 150,000 |
Average Buy Value | 543,888 CHF |
Average Sell Value | 182,796 CHF |
Spreads Availability Ratio | 99.71% |
Quote Availability | 99.71% |