SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.270 | ||||
Diff. absolute / % | 0.05 | +18.52% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1303723808 |
Valor | 130372380 |
Symbol | LVYFJB |
Strike | 750.00 EUR |
Type | Warrants |
Type | Bear |
Ratio | 200.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 24/11/2023 |
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 |
Intrinsic value | 0.22 |
Time value | 0.09 |
Implied volatility | 0.33% |
Leverage | 8.21 |
Delta | -0.72 |
Gamma | 0.01 |
Vega | 0.99 |
Distance to Strike | -44.40 |
Distance to Strike in % | -6.29% |
Average Spread | 3.84% |
Last Best Bid Price | 0.27 CHF |
Last Best Ask Price | 0.28 CHF |
Last Best Bid Volume | 750,000 |
Last Best Ask Volume | 250,000 |
Average Buy Volume | 749,226 |
Average Sell Volume | 249,742 |
Average Buy Value | 192,029 CHF |
Average Sell Value | 66,507 CHF |
Spreads Availability Ratio | 99.56% |
Quote Availability | 99.56% |