Put-Warrant

Symbol: HUPSJB
Underlyings: Huber+Suhner AG
ISIN: CH1346737294
Issuer:
Bank Julius Bär
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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 / % 0.01 +7.14%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Put-Warrant
ISIN CH1346737294
Valor 134673729
Symbol HUPSJB
Strike 77.50 CHF
Type Warrants
Type Bear
Ratio 20.00
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

Underlyings

Name Huber+Suhner AG
ISIN CH0030380734
Price 76.90 CHF
Date 22/11/24 17:30
Ratio 20.00

Key data

Intrinsic value 0.04
Time value 0.08
Implied volatility 0.25%
Leverage 19.28
Delta -0.60
Gamma 0.13
Vega 0.08
Distance to Strike -0.80
Distance to Strike in % -1.04%

market maker quality Date: 20/11/2024

Average Spread 7.75%
Last Best Bid Price 0.14 CHF
Last Best Ask Price 0.15 CHF
Last Best Bid Volume 1,500,000
Last Best Ask Volume 150,000
Average Buy Volume 1,500,000
Average Sell Volume 148,393
Average Buy Value 188,588 CHF
Average Sell Value 20,102 CHF
Spreads Availability Ratio 99.37%
Quote Availability 99.37%

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