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Put-Warrant
Symbol:
KHCVJB
ISIN:
CH1321765245
Issuer:
Bank Julius Bär
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
26.11.24
10:01:00 |
|
0.250
|
0.260
|
CHF |
| Volume |
450,000
|
150,000
|
||
Performance
| Closing prev. day | 0.230 | ||||
| Diff. absolute / % | 0.03 | +13.04% | |||
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 | CH1321765245 |
| Valor | 132176524 |
| Symbol | KHCVJB |
| Strike | 34.00 USD |
| Type | Warrants |
| Type | Bear |
| Ratio | 8.00 |
| 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 | Kraft Heinz Co. |
| ISIN | US5007541064 |
| Price |
30.6225 EUR
|
| Date | 26/11/24 10:44 |
| Ratio | 8.00 |
Key data
| Intrinsic value | 0.25 |
| Time value | 0.01 |
| Implied volatility | 0.26% |
| Leverage | 13.35 |
| Delta | -0.87 |
| Gamma | 0.15 |
| Vega | 0.02 |
| Distance to Strike | -1.98 |
| Distance to Strike in % | -6.18% |
market maker quality Date: 25/11/2024
| Average Spread | 3.69% |
| Last Best Bid Price | 0.22 CHF |
| Last Best Ask Price | 0.23 CHF |
| Last Best Bid Volume | 600,000 |
| Last Best Ask Volume | 200,000 |
| Average Buy Volume | 457,503 |
| Average Sell Volume | 152,501 |
| Average Buy Value | 121,789 CHF |
| Average Sell Value | 42,121 CHF |
| Spreads Availability Ratio | 99.22% |
| Quote Availability | 99.22% |
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