SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.140 | ||||
Diff. absolute / % | 0.02 | +14.29% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1317199912 |
Valor | 131719991 |
Symbol | TOTEJB |
Strike | 60.00 EUR |
Type | Warrants |
Type | Bear |
Ratio | 15.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 15/01/2024 |
Date of maturity | 20/12/2024 |
Last trading day | 20/12/2024 |
Settlement Type | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Implied volatility | 0.26% |
Leverage | 7.23 |
Delta | -0.27 |
Gamma | 0.05 |
Vega | 0.14 |
Distance to Strike | 3.28 |
Distance to Strike in % | 5.18% |
Average Spread | 7.05% |
Last Best Bid Price | 0.13 CHF |
Last Best Ask Price | 0.14 CHF |
Last Best Bid Volume | 1,000,000 |
Last Best Ask Volume | 400,000 |
Average Buy Volume | 1,000,000 |
Average Sell Volume | 400,000 |
Average Buy Value | 136,981 CHF |
Average Sell Value | 58,792 CHF |
Spreads Availability Ratio | 99.32% |
Quote Availability | 99.32% |