SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
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16.07.24
12:18:00 |
![]() |
0.080
|
0.090
|
EUR |
Volume |
1.00 m.
|
500,000
|
Closing prev. day | 0.070 | ||||
Diff. absolute / % | 0.01 | +14.29% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1276781791 |
Valor | 127678179 |
Symbol | ESTPJB |
Strike | 4,500.00 Points |
Type | Warrants |
Type | Bear |
Ratio | 200.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | European |
Currency | Euro |
First Trading Date | 27/07/2023 |
Date of maturity | 20/09/2024 |
Last trading day | 20/09/2024 |
Settlement Type | Cash payout |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Implied volatility | 0.20% |
Leverage | 6.26 |
Delta | -0.02 |
Gamma | 0.00 |
Vega | 1.03 |
Distance to Strike | 483.11 |
Distance to Strike in % | 9.69% |
Average Spread | 14.07% |
Last Best Bid Price | 0.07 EUR |
Last Best Ask Price | 0.08 EUR |
Last Best Bid Volume | 1,000,000 |
Last Best Ask Volume | 500,000 |
Average Buy Volume | 1,000,000 |
Average Sell Volume | 500,000 |
Average Buy Value | 66,629 EUR |
Average Sell Value | 38,314 EUR |
Spreads Availability Ratio | 98.37% |
Quote Availability | 98.37% |