SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.320 | ||||
Diff. absolute / % | -0.06 | -18.75% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1276773608 |
Valor | 127677360 |
Symbol | BSYPJB |
Strike | 40.00 CHF |
Type | Warrants |
Type | Bear |
Ratio | 15.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 03/07/2023 |
Date of maturity | 21/03/2025 |
Last trading day | 21/03/2025 |
Settlement Type | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Implied volatility | 0.40% |
Leverage | 3.56 |
Delta | -0.33 |
Gamma | 0.04 |
Vega | 0.13 |
Distance to Strike | 2.70 |
Distance to Strike in % | 6.32% |
Average Spread | 3.17% |
Last Best Bid Price | 0.32 CHF |
Last Best Ask Price | 0.33 CHF |
Last Best Bid Volume | 1,000,000 |
Last Best Ask Volume | 200,000 |
Average Buy Volume | 1,000,000 |
Average Sell Volume | 200,000 |
Average Buy Value | 311,051 CHF |
Average Sell Value | 64,210 CHF |
Spreads Availability Ratio | 99.27% |
Quote Availability | 99.27% |