SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.120 | ||||
Diff. absolute / % | -0.02 | -16.67% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1303725555 |
Valor | 130372555 |
Symbol | GIZXJB |
Strike | 70.00 USD |
Type | Warrants |
Type | Bear |
Ratio | 20.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 24/11/2023 |
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 |
Implied volatility | 0.27% |
Leverage | 13.61 |
Delta | -0.38 |
Gamma | 0.04 |
Vega | 0.12 |
Distance to Strike | 1.92 |
Distance to Strike in % | 2.67% |
Average Spread | 7.67% |
Last Best Bid Price | 0.11 CHF |
Last Best Ask Price | 0.12 CHF |
Last Best Bid Volume | 1,000,000 |
Last Best Ask Volume | 400,000 |
Average Buy Volume | 955,267 |
Average Sell Volume | 355,267 |
Average Buy Value | 120,013 CHF |
Average Sell Value | 48,023 CHF |
Spreads Availability Ratio | 98.26% |
Quote Availability | 98.26% |