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Put-Warrant
Symbol:
JNZSJB
ISIN:
CH1303725480
Issuer:
Bank Julius Bär
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
16.07.24
15:36:00 |
|
0.140
|
0.150
|
CHF |
| Volume |
600,000
|
200,000
|
||
Performance
| Closing prev. day | 0.150 | ||||
| Diff. absolute / % | -0.01 | -6.67% | |||
Determined prices
| Last Price | - | Volume | - | |
| Time | - | Date | - |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Put-Warrant |
| ISIN | CH1303725480 |
| Valor | 130372548 |
| Symbol | JNZSJB |
| Strike | 150.00 USD |
| Type | Warrants |
| Type | Bear |
| Ratio | 30.00 |
| 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 |
Underlyings
| Name | Johnson & Johnson |
| ISIN | US4781601046 |
| Price |
137.95 EUR
|
| Date | 16/07/24 15:58 |
| Ratio | 30.00 |
Key data
| Intrinsic value | 0.03 |
| Time value | 0.12 |
| Implied volatility | 0.18% |
| Leverage | 17.37 |
| Delta | -0.49 |
| Gamma | 0.06 |
| Vega | 0.25 |
| Distance to Strike | -0.75 |
| Distance to Strike in % | -0.50% |
market maker quality Date: 15/07/2024
| Average Spread | 7.23% |
| Last Best Bid Price | 0.15 CHF |
| Last Best Ask Price | 0.16 CHF |
| Last Best Bid Volume | 600,000 |
| Last Best Ask Volume | 200,000 |
| Average Buy Volume | 723,533 |
| Average Sell Volume | 241,178 |
| Average Buy Value | 96,346 CHF |
| Average Sell Value | 34,527 CHF |
| Spreads Availability Ratio | 94.82% |
| Quote Availability | 94.82% |
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