SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.350 | ||||
Diff. absolute / % | -0.02 | -5.71% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1303727502 |
Valor | 130372750 |
Symbol | JNZUJB |
Strike | 160.00 USD |
Type | Warrants |
Type | Bear |
Ratio | 30.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 29/11/2023 |
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 |
Intrinsic value | 0.31 |
Time value | 0.01 |
Implied volatility | 0.18% |
Leverage | 15.70 |
Delta | -1.00 |
Distance to Strike | -9.25 |
Distance to Strike in % | -6.14% |
Average Spread | 3.02% |
Last Best Bid Price | 0.35 CHF |
Last Best Ask Price | 0.36 CHF |
Last Best Bid Volume | 450,000 |
Last Best Ask Volume | 150,000 |
Average Buy Volume | 450,000 |
Average Sell Volume | 150,000 |
Average Buy Value | 146,971 CHF |
Average Sell Value | 50,490 CHF |
Spreads Availability Ratio | 94.84% |
Quote Availability | 94.84% |