SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.130 | ||||
Diff. absolute / % | -0.02 | -15.38% |
Last Price | 0.170 | Volume | 50,000 | |
Time | 09:20:22 | Date | 28/05/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
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 |
Implied volatility | 0.30% |
Leverage | 6.63 |
Delta | -0.42 |
Gamma | 0.01 |
Vega | 0.66 |
Distance to Strike | 3.50 |
Distance to Strike in % | 1.35% |
Average Spread | 8.44% |
Last Best Bid Price | 0.12 CHF |
Last Best Ask Price | 0.13 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 | 85,240 CHF |
Average Sell Value | 30,913 CHF |
Spreads Availability Ratio | 99.17% |
Quote Availability | 99.17% |