SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.090 | ||||
Diff. absolute / % | 0.01 | +11.11% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1317200298 |
Valor | 131720029 |
Symbol | HENMJB |
Strike | 75.00 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 | 0.20% |
Leverage | 8.63 |
Delta | -0.16 |
Gamma | 0.03 |
Vega | 0.13 |
Distance to Strike | 6.18 |
Distance to Strike in % | 7.61% |
Average Spread | 10.55% |
Last Best Bid Price | 0.09 CHF |
Last Best Ask Price | 0.10 CHF |
Last Best Bid Volume | 1,000,000 |
Last Best Ask Volume | 500,000 |
Average Buy Volume | 1,000,000 |
Average Sell Volume | 500,000 |
Average Buy Value | 89,816 CHF |
Average Sell Value | 49,908 CHF |
Spreads Availability Ratio | 93.51% |
Quote Availability | 93.51% |