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Put-Warrant
Symbol:
DESPJB
ISIN:
CH1350422973
Issuer:
Bank Julius Bär
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
26.11.24
12:45:00 |
|
0.110
|
0.120
|
CHF |
| Volume |
750,000
|
250,000
|
||
Performance
| Closing prev. day | 0.140 | ||||
| Diff. absolute / % | -0.03 | -21.43% | |||
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 | CH1350422973 |
| Valor | 135042297 |
| Symbol | DESPJB |
| Strike | 255.00 CHF |
| Type | Warrants |
| Type | Bear |
| Ratio | 150.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 28/05/2024 |
| 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 | 0.11 |
| Time value | 0.02 |
| Implied volatility | 0.45% |
| Leverage | 9.92 |
| Delta | -0.81 |
| Gamma | 0.02 |
| Vega | 0.17 |
| Distance to Strike | -16.00 |
| Distance to Strike in % | -6.69% |
market maker quality Date: 25/11/2024
| Average Spread | 6.85% |
| Last Best Bid Price | 0.13 CHF |
| Last Best Ask Price | 0.14 CHF |
| Last Best Bid Volume | 750,000 |
| Last Best Ask Volume | 250,000 |
| Average Buy Volume | 750,000 |
| Average Sell Volume | 250,000 |
| Average Buy Value | 107,272 CHF |
| Average Sell Value | 38,257 CHF |
| Spreads Availability Ratio | 99.16% |
| Quote Availability | 99.16% |
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