Login
Put-Warrant
Symbol:
SANCJB
ISIN:
CH1311831262
Issuer:
Bank Julius Bär
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
| Please note that data is only available after start of trading. | ||||
Performance
| Closing prev. day | 0.200 | ||||
| Diff. absolute / % | 0.01 | +5.00% | |||
Determined prices
| Last Price | - | Volume | - | |
| Time | - | Date | - |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Put-Warrant |
| ISIN | CH1311831262 |
| Valor | 131183126 |
| Symbol | SANCJB |
| Strike | 95.00 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 |
Underlyings
| Name | Sanofi S.A. |
| ISIN | FR0000120578 |
| Price |
91.785 EUR
|
| Date | 16/07/24 21:58 |
| Ratio | 25.00 |
Key data
| Intrinsic value | 0.10 |
| Time value | 0.11 |
| Implied volatility | 0.26% |
| Leverage | 10.65 |
| Delta | -0.61 |
| Gamma | 0.05 |
| Vega | 0.15 |
| Distance to Strike | -2.57 |
| Distance to Strike in % | -2.78% |
market maker quality Date: 15/07/2024
| Average Spread | 5.57% |
| Last Best Bid Price | 0.20 CHF |
| Last Best Ask Price | 0.21 CHF |
| Last Best Bid Volume | 750,000 |
| Last Best Ask Volume | 250,000 |
| Average Buy Volume | 853,222 |
| Average Sell Volume | 284,407 |
| Average Buy Value | 148,789 CHF |
| Average Sell Value | 52,441 CHF |
| Spreads Availability Ratio | 99.32% |
| Quote Availability | 99.32% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)