SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.780 | ||||
Diff. absolute / % | 0.06 | +7.69% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1311831296 |
Valor | 131183129 |
Symbol | ARCHJB |
Strike | 28.00 EUR |
Type | Warrants |
Type | Bear |
Ratio | 8.00 |
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 | 0.79 |
Time value | 0.05 |
Implied volatility | 0.62% |
Leverage | 3.22 |
Delta | -1.00 |
Distance to Strike | -6.34 |
Distance to Strike in % | -29.27% |
Average Spread | 1.31% |
Last Best Bid Price | 0.77 CHF |
Last Best Ask Price | 0.78 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 | 456,603 CHF |
Average Sell Value | 154,201 CHF |
Spreads Availability Ratio | 98.82% |
Quote Availability | 98.82% |