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Put-Warrant
Symbol:
SLPQJB
ISIN:
CH1360196518
Issuer:
Bank Julius Bär
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
16.07.24
09:21:00 |
|
0.640
|
0.650
|
CHF |
| Volume |
750,000
|
250,000
|
||
Performance
| Closing prev. day | 0.600 | ||||
| Diff. absolute / % | 0.00 | 0.00% | |||
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 | CH1360196518 |
| Valor | 136019651 |
| Symbol | SLPQJB |
| Strike | 690.00 CHF |
| Type | Warrants |
| Type | Bear |
| Ratio | 80.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 15/07/2024 |
| Date of maturity | 21/03/2025 |
| Last trading day | 21/03/2025 |
| Settlement Type | Physical delivery |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Julius Bär |
Key data
| Intrinsic value | 0.20 |
| Time value | 0.41 |
| Implied volatility | 0.14% |
| Leverage | 8.64 |
| Delta | -0.63 |
| Gamma | 0.00 |
| Vega | 2.00 |
| Distance to Strike | -15.80 |
| Distance to Strike in % | -2.34% |
market maker quality Date: 15/07/2024
| Average Spread | 1.70% |
| Last Best Bid Price | 0.60 CHF |
| Last Best Ask Price | 0.61 CHF |
| Last Best Bid Volume | 750,000 |
| Last Best Ask Volume | 250,000 |
| Average Buy Volume | 750,000 |
| Average Sell Volume | 250,000 |
| Average Buy Value | 437,265 CHF |
| Average Sell Value | 148,255 CHF |
| Spreads Availability Ratio | 99.38% |
| Quote Availability | 99.38% |
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