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Put-Warrant
Symbol:
VAZPJB
ISIN:
CH1341865785
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 / % | -0.03 | -13.04% | |||
Determined prices
| Last Price | 0.350 | Volume | 20,000 | |
| Time | 15:34:58 | Date | 25/09/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Put-Warrant |
| ISIN | CH1341865785 |
| Valor | 134186578 |
| Symbol | VAZPJB |
| Strike | 107.50 CHF |
| Type | Warrants |
| Type | Bear |
| Ratio | 25.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 18/04/2024 |
| Date of maturity | 20/12/2024 |
| Last trading day | 20/12/2024 |
| Settlement Type | Physical delivery |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Julius Bär |
Key data
| Intrinsic value | 0.17 |
| Time value | 0.02 |
| Implied volatility | 0.20% |
| Leverage | 18.96 |
| Delta | -0.87 |
| Gamma | 0.06 |
| Vega | 0.06 |
| Distance to Strike | -4.30 |
| Distance to Strike in % | -4.17% |
market maker quality Date: 20/11/2024
| Average Spread | 4.52% |
| Last Best Bid Price | 0.22 CHF |
| Last Best Ask Price | 0.23 CHF |
| Last Best Bid Volume | 225,000 |
| Last Best Ask Volume | 75,000 |
| Average Buy Volume | 225,000 |
| Average Sell Volume | 75,000 |
| Average Buy Value | 48,700 CHF |
| Average Sell Value | 16,983 CHF |
| Spreads Availability Ratio | 99.38% |
| Quote Availability | 99.38% |
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