SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.150 | ||||
Diff. absolute / % | -0.02 | -13.33% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1303725480 |
Valor | 130372548 |
Symbol | JNZSJB |
Strike | 150.00 USD |
Type | Warrants |
Type | Bear |
Ratio | 30.00 |
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 | Cash payout |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Implied volatility | 0.20% |
Leverage | 15.47 |
Delta | -0.40 |
Gamma | 0.06 |
Vega | 0.24 |
Distance to Strike | 0.75 |
Distance to Strike in % | 0.50% |
Average Spread | 7.23% |
Last Best Bid Price | 0.15 CHF |
Last Best Ask Price | 0.16 CHF |
Last Best Bid Volume | 600,000 |
Last Best Ask Volume | 200,000 |
Average Buy Volume | 723,533 |
Average Sell Volume | 241,178 |
Average Buy Value | 96,346 CHF |
Average Sell Value | 34,527 CHF |
Spreads Availability Ratio | 94.82% |
Quote Availability | 94.82% |