Login
Put-Warrant
Symbol:
BNPAJB
ISIN:
CH1381549976
Issuer:
Bank Julius Bär
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
05.05.25
08:29:00 |
|
0.040
|
0.050
|
CHF |
| Volume |
1.00 m.
|
500,000
|
||
Performance
| Closing prev. day | 0.050 | ||||
| Diff. absolute / % | -0.01 | -20.00% | |||
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 | CH1381549976 |
| Valor | 138154997 |
| Symbol | BNPAJB |
| Strike | 65.00 EUR |
| Type | Warrants |
| Type | Bear |
| Ratio | 20.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 25/10/2024 |
| Date of maturity | 20/06/2025 |
| Last trading day | 20/06/2025 |
| Settlement Type | Physical delivery |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Julius Bär |
Underlyings
| Name | BNP Paribas S.A. |
| ISIN | FR0000131104 |
| Price |
76.175 EUR
|
| Date | 05/05/25 14:10 |
| Ratio | 20.00 |
Key data
| Implied volatility | 0.67% |
| Leverage | 3.81 |
| Delta | -0.15 |
| Gamma | 0.02 |
| Vega | 0.06 |
| Distance to Strike | 8.82 |
| Distance to Strike in % | 11.95% |
market maker quality Date: 02/05/2025
| Average Spread | 19.49% |
| Last Best Bid Price | 0.04 CHF |
| Last Best Ask Price | 0.05 CHF |
| Last Best Bid Volume | 1,000,000 |
| Last Best Ask Volume | 500,000 |
| Average Buy Volume | 1,000,000 |
| Average Sell Volume | 500,000 |
| Average Buy Value | 46,771 CHF |
| Average Sell Value | 28,386 CHF |
| Spreads Availability Ratio | 99.23% |
| Quote Availability | 99.23% |
Cookie notification
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)