SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.170 | ||||
Diff. absolute / % | 0.01 | +5.88% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1317200397 |
Valor | 131720039 |
Symbol | EOZXJB |
Strike | 12.00 EUR |
Type | Warrants |
Type | Bear |
Ratio | 3.00 |
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 | 0.22% |
Leverage | 8.72 |
Delta | -0.38 |
Gamma | 0.34 |
Vega | 0.03 |
Distance to Strike | 0.29 |
Distance to Strike in % | 2.36% |
Average Spread | 6.06% |
Last Best Bid Price | 0.17 CHF |
Last Best Ask Price | 0.18 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 | 160,424 CHF |
Average Sell Value | 68,170 CHF |
Spreads Availability Ratio | 94.04% |
Quote Availability | 94.04% |