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Put-Warrant
Symbol:
PPYPJB
ISIN:
CH1345894187
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 | 0.220 | ||||
| Diff. absolute / % | -0.01 | -4.35% | |||
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 | CH1345894187 |
| Valor | 134589418 |
| Symbol | PPYPJB |
| Strike | 27.50 CHF |
| Type | Warrants |
| Type | Bear |
| Ratio | 10.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 03/05/2024 |
| 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 | 0.03 |
| Time value | 0.15 |
| Implied volatility | 0.58% |
| Leverage | 7.60 |
| Delta | -0.50 |
| Gamma | 0.11 |
| Vega | 0.03 |
| Distance to Strike | -0.30 |
| Distance to Strike in % | -1.10% |
market maker quality Date: 20/11/2024
| Average Spread | 4.50% |
| Last Best Bid Price | 0.22 CHF |
| Last Best Ask Price | 0.23 CHF |
| Last Best Bid Volume | 300,000 |
| Last Best Ask Volume | 50,000 |
| Average Buy Volume | 300,000 |
| Average Sell Volume | 93,296 |
| Average Buy Value | 65,406 CHF |
| Average Sell Value | 21,189 CHF |
| Spreads Availability Ratio | 99.17% |
| Quote Availability | 99.17% |
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