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Put-Warrant
Symbol:
SWOPJB
ISIN:
CH1345887322
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 | 1.260 | ||||
| Diff. absolute / % | -0.02 | -1.56% | |||
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 | CH1345887322 |
| Valor | 134588732 |
| Symbol | SWOPJB |
| Strike | 15.50 CHF |
| Type | Warrants |
| Type | Bear |
| Ratio | 6.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 22/04/2024 |
| 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 | 1.23 |
| Time value | 0.02 |
| Implied volatility | 1.60% |
| Leverage | 0.80 |
| Delta | -0.74 |
| Gamma | 0.06 |
| Vega | 0.01 |
| Distance to Strike | -7.40 |
| Distance to Strike in % | -91.36% |
market maker quality Date: 20/11/2024
| Average Spread | 0.78% |
| Last Best Bid Price | 1.27 CHF |
| Last Best Ask Price | 1.28 CHF |
| Last Best Bid Volume | 450,000 |
| Last Best Ask Volume | 50,000 |
| Average Buy Volume | 450,000 |
| Average Sell Volume | 50,000 |
| Average Buy Value | 571,386 CHF |
| Average Sell Value | 63,987 CHF |
| Spreads Availability Ratio | 99.37% |
| Quote Availability | 99.37% |
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