SIX Structured Products | Geld | Brief | Währung | |
---|---|---|---|---|
Kurs
22.11.24
12:36:00 |
0.180
|
0.190
|
CHF | |
Volumen |
900'000
|
300'000
|
Closing Vortag | 0.200 | ||||
Diff. Absolut / % | -0.02 | -10.00% |
Letzter Kurs | - | Volumen | - | |
Zeit | - | Datum | - |
Details | Basiswert | Auszahlungsprofil | Risiko Indikator | Informationen & Tools | Ähnliche Produkte |
Name | Put-Warrant |
ISIN | CH1321765096 |
Valor | 132176509 |
Symbol | PFELJB |
Strike | 27.00 USD |
Produkttyp | Warrants |
Typ | Bear |
Ratio | 10.00 |
SVSP Code | 2100 |
COSI Produkt | Nein |
Ausübungsstil | American |
Währung | Swiss Franc |
Erster Handelstag | 16.02.2024 |
Fälligkeit | 20.12.2024 |
Letzter Handelstag | 20.12.2024 |
Settlement Type | Cash-Zahlung |
IRS 871m | Potentially in scope for combined transactions |
Währungssicherheit | Nein |
Preisstellung | Dirty |
Emittent | Bank Julius Bär |
Implizite Volatilität | 0.21% |
Hebel | 11.34 |
Delta | -0.81 |
Gamma | 0.15 |
Vega | 0.02 |
Abstand Strike | -1.86 |
Abstand Strike in % | -7.42% |
Average Spread | 5.45% |
Last Best Bid Price | 0.20 CHF |
Last Best Ask Price | 0.21 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 | 134'165 CHF |
Average Sell Value | 47'222 CHF |
Spreads Availability Ratio | 99.39% |
Quote Availability | 99.39% |