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Put-Warrant
Symbol:
PFELJB
ISIN:
CH1321765096
Issuer:
Bank Julius Bär
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
| Please note that data is only available after start of trading. | ||||
Performance
| Closing prev. day | 0.200 | ||||
| Diff. absolute / % | 0.00 | 0.00% | |||
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 | CH1321765096 |
| Valor | 132176509 |
| Symbol | PFELJB |
| Strike | 27.00 USD |
| Type | Warrants |
| Type | Bear |
| Ratio | 10.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 16/02/2024 |
| 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 |
Underlyings
| Name | Pfizer Inc. |
| ISIN | US7170811035 |
| Price |
24.57 EUR
|
| Date | 22/11/24 22:59 |
| Ratio | 10.00 |
Key data
| Intrinsic value | 0.14 |
| Time value | 0.02 |
| Implied volatility | 0.31% |
| Leverage | 11.73 |
| Delta | -0.73 |
| Gamma | 0.17 |
| Vega | 0.02 |
| Distance to Strike | -1.37 |
| Distance to Strike in % | -5.35% |
market maker quality Date: 20/11/2024
| 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% |
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