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Put-Warrant
Symbol:
EPYZJB
ISIN:
CH1346737195
Issuer:
Bank Julius Bär
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
| Please note that data is only available after start of trading. | ||||
Performance
| Closing prev. day | 0.130 | ||||
| Diff. absolute / % | -0.03 | -18.75% | |||
Determined prices
| Last Price | - | Volume | - | |
| Time | - | Date | - |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Put-Warrant |
| ISIN | CH1346737195 |
| Valor | 134673719 |
| Symbol | EPYZJB |
| Strike | 12.00 CHF |
| Type | Warrants |
| Type | Bear |
| Ratio | 4.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 14/05/2024 |
| 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 |
Key data
| Intrinsic value | 0.05 |
| Time value | 0.08 |
| Implied volatility | 0.34% |
| Leverage | 13.70 |
| Delta | -0.60 |
| Gamma | 0.53 |
| Vega | 0.01 |
| Distance to Strike | -0.18 |
| Distance to Strike in % | -1.52% |
market maker quality Date: 20/11/2024
| Average Spread | 6.72% |
| Last Best Bid Price | 0.16 CHF |
| Last Best Ask Price | 0.17 CHF |
| Last Best Bid Volume | 450,000 |
| Last Best Ask Volume | 150,000 |
| Average Buy Volume | 450,000 |
| Average Sell Volume | 150,000 |
| Average Buy Value | 65,886 CHF |
| Average Sell Value | 23,462 CHF |
| Spreads Availability Ratio | 98.68% |
| Quote Availability | 98.68% |
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