Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1430258710 |
Valor | 143025871 |
Symbol | SUNPJB |
Strike | 35.00 CHF |
Type | Warrants |
Type | Bear |
Ratio | 15.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 26/03/2025 |
Date of maturity | 19/12/2025 |
Last trading day | 19/12/2025 |
Settlement Type | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Implied volatility | 0.36% |
Leverage | 3.81 |
Delta | -0.15 |
Gamma | 0.02 |
Vega | 0.08 |
Distance to Strike | 7.83 |
Distance to Strike in % | 18.28% |
Average Spread | 7.40% |
Last Best Bid Price | 0.13 CHF |
Last Best Ask Price | 0.14 CHF |
Last Best Bid Volume | 900,000 |
Last Best Ask Volume | 50,000 |
Average Buy Volume | 900,000 |
Average Sell Volume | 50,000 |
Average Buy Value | 117,142 CHF |
Average Sell Value | 7,008 CHF |
Spreads Availability Ratio | 99.02% |
Quote Availability | 99.02% |