SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.110 | ||||
Diff. absolute / % | -0.01 | -9.09% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1317200728 |
Valor | 131720072 |
Symbol | KOJMJB |
Strike | 60.00 USD |
Type | Warrants |
Type | Bear |
Ratio | 10.00 |
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 | Cash payout |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Implied volatility | 0.18% |
Leverage | 7.80 |
Delta | -0.12 |
Gamma | 0.05 |
Vega | 0.08 |
Distance to Strike | 3.90 |
Distance to Strike in % | 6.10% |
Average Spread | 9.54% |
Last Best Bid Price | 0.10 CHF |
Last Best Ask Price | 0.11 CHF |
Last Best Bid Volume | 1,000,000 |
Last Best Ask Volume | 400,000 |
Average Buy Volume | 996,242 |
Average Sell Volume | 396,242 |
Average Buy Value | 99,452 CHF |
Average Sell Value | 43,518 CHF |
Spreads Availability Ratio | 99.57% |
Quote Availability | 99.57% |