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Put-Warrant
Symbol:
PFEYJB
ISIN:
CH1341859101
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 | 0.150 | ||||
| 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 | CH1341859101 |
| Valor | 134185910 |
| Symbol | PFEYJB |
| Strike | 26.00 USD |
| Type | Warrants |
| Type | Bear |
| Ratio | 10.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 17/04/2024 |
| Date of maturity | 17/01/2025 |
| Last trading day | 17/01/2025 |
| 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 | 0.04 |
| Time value | 0.08 |
| Implied volatility | 0.29% |
| Leverage | 11.03 |
| Delta | -0.52 |
| Gamma | 0.14 |
| Vega | 0.04 |
| Distance to Strike | -0.37 |
| Distance to Strike in % | -1.44% |
market maker quality Date: 20/11/2024
| Average Spread | 7.21% |
| Last Best Bid Price | 0.15 CHF |
| Last Best Ask Price | 0.16 CHF |
| Last Best Bid Volume | 900,000 |
| Last Best Ask Volume | 300,000 |
| Average Buy Volume | 994,362 |
| Average Sell Volume | 394,362 |
| Average Buy Value | 133,300 CHF |
| Average Sell Value | 56,759 CHF |
| Spreads Availability Ratio | 99.40% |
| Quote Availability | 99.40% |
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