SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.150 | ||||
Diff. absolute / % | 0.01 | +7.14% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1346737294 |
Valor | 134673729 |
Symbol | HUPSJB |
Strike | 77.50 CHF |
Type | Warrants |
Type | Bear |
Ratio | 20.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 14/05/2024 |
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 |
Intrinsic value | 0.04 |
Time value | 0.08 |
Implied volatility | 0.25% |
Leverage | 19.28 |
Delta | -0.60 |
Gamma | 0.13 |
Vega | 0.08 |
Distance to Strike | -0.80 |
Distance to Strike in % | -1.04% |
Average Spread | 7.75% |
Last Best Bid Price | 0.14 CHF |
Last Best Ask Price | 0.15 CHF |
Last Best Bid Volume | 1,500,000 |
Last Best Ask Volume | 150,000 |
Average Buy Volume | 1,500,000 |
Average Sell Volume | 148,393 |
Average Buy Value | 188,588 CHF |
Average Sell Value | 20,102 CHF |
Spreads Availability Ratio | 99.37% |
Quote Availability | 99.37% |