SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.340 | ||||
Diff. absolute / % | 0.02 | +5.88% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1317199342 |
Valor | 131719934 |
Symbol | GIZDJB |
Strike | 90.00 USD |
Type | Warrants |
Type | Bear |
Ratio | 20.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 15/01/2024 |
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 | 0.36 |
Time value | 0.01 |
Implied volatility | 0.20% |
Leverage | 9.83 |
Delta | -0.88 |
Gamma | 0.06 |
Vega | 0.07 |
Distance to Strike | -7.14 |
Distance to Strike in % | -8.62% |
Average Spread | 2.99% |
Last Best Bid Price | 0.34 CHF |
Last Best Ask Price | 0.35 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 | 197,422 CHF |
Average Sell Value | 67,807 CHF |
Spreads Availability Ratio | 98.64% |
Quote Availability | 98.64% |