SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
16.07.24
09:15:00 |
0.460
|
0.470
|
CHF | |
Volume |
750,000
|
250,000
|
Closing prev. day | 0.430 | ||||
Diff. absolute / % | 0.00 | 0.00% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1360196526 |
Valor | 136019652 |
Symbol | SLPXJB |
Strike | 680.00 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 | 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 |
Intrinsic value | 0.07 |
Time value | 0.37 |
Implied volatility | 0.15% |
Leverage | 11.09 |
Delta | -0.58 |
Gamma | 0.01 |
Vega | 1.69 |
Distance to Strike | -5.80 |
Distance to Strike in % | -0.86% |
Average Spread | 2.38% |
Last Best Bid Price | 0.43 CHF |
Last Best Ask Price | 0.44 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 | 312,014 CHF |
Average Sell Value | 106,505 CHF |
Spreads Availability Ratio | 99.38% |
Quote Availability | 99.38% |