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Put-Warrant
Symbol:
EPYYJB
ISIN:
CH1332108146
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 | 0.100 | ||||
| Diff. absolute / % | -0.01 | -10.00% | |||
Determined prices
| Last Price | 0.210 | Volume | 1,500 | |
| Time | 15:17:37 | Date | 07/06/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Put-Warrant |
| ISIN | CH1332108146 |
| Valor | 133210814 |
| Symbol | EPYYJB |
| Strike | 12.00 CHF |
| Type | Warrants |
| Type | Bear |
| Ratio | 4.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 20/03/2024 |
| Date of maturity | 20/09/2024 |
| Last trading day | 20/09/2024 |
| Settlement Type | Physical delivery |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Julius Bär |
Key data
| Implied volatility | 0.43% |
| Leverage | 4.12 |
| Delta | -0.11 |
| Gamma | 0.15 |
| Vega | 0.01 |
| Distance to Strike | 1.44 |
| Distance to Strike in % | 10.71% |
market maker quality Date: 15/07/2024
| Average Spread | 10.34% |
| Last Best Bid Price | 0.09 CHF |
| Last Best Ask Price | 0.10 CHF |
| Last Best Bid Volume | 450,000 |
| Last Best Ask Volume | 75,000 |
| Average Buy Volume | 450,000 |
| Average Sell Volume | 75,000 |
| Average Buy Value | 41,326 CHF |
| Average Sell Value | 7,638 CHF |
| Spreads Availability Ratio | 99.27% |
| Quote Availability | 99.27% |
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