SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.170 | ||||
Diff. absolute / % | 0.01 | +5.88% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1303727841 |
Valor | 130372784 |
Symbol | EOZKJB |
Strike | 12.50 EUR |
Type | Warrants |
Type | Bear |
Ratio | 3.00 |
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 | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Intrinsic value | 0.07 |
Time value | 0.11 |
Implied volatility | 0.21% |
Leverage | 13.79 |
Delta | -0.61 |
Gamma | 0.53 |
Vega | 0.02 |
Distance to Strike | -0.21 |
Distance to Strike in % | -1.71% |
Average Spread | 6.24% |
Last Best Bid Price | 0.17 CHF |
Last Best Ask Price | 0.18 CHF |
Last Best Bid Volume | 750,000 |
Last Best Ask Volume | 250,000 |
Average Buy Volume | 750,305 |
Average Sell Volume | 250,102 |
Average Buy Value | 116,961 CHF |
Average Sell Value | 41,488 CHF |
Spreads Availability Ratio | 94.35% |
Quote Availability | 94.35% |