SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.330 | ||||
Diff. absolute / % | 0.02 | +6.06% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1311831254 |
Valor | 131183125 |
Symbol | SANBJB |
Strike | 100.00 EUR |
Type | Warrants |
Type | Bear |
Ratio | 25.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 10/01/2024 |
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 | 0.30 |
Time value | 0.05 |
Implied volatility | 0.26% |
Leverage | 8.46 |
Delta | -0.80 |
Gamma | 0.03 |
Vega | 0.11 |
Distance to Strike | -7.57 |
Distance to Strike in % | -8.19% |
Average Spread | 3.30% |
Last Best Bid Price | 0.33 CHF |
Last Best Ask Price | 0.34 CHF |
Last Best Bid Volume | 600,000 |
Last Best Ask Volume | 200,000 |
Average Buy Volume | 600,000 |
Average Sell Volume | 200,000 |
Average Buy Value | 179,151 CHF |
Average Sell Value | 61,717 CHF |
Spreads Availability Ratio | 99.33% |
Quote Availability | 99.33% |