SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.040 | ||||
Diff. absolute / % | 0.00 | 0.00% |
Last Price | 0.070 | Volume | 1,000 | |
Time | 16:35:50 | Date | 25/04/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1284784449 |
Valor | 128478444 |
Symbol | XOZBJB |
Strike | 115.00 USD |
Type | Warrants |
Type | Bear |
Ratio | 30.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 04/09/2023 |
Date of maturity | 21/06/2024 |
Last trading day | 21/06/2024 |
Settlement Type | Cash payout |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Implied volatility | 0.20% |
Leverage | 31.41 |
Delta | -0.24 |
Gamma | 0.05 |
Vega | 0.11 |
Distance to Strike | 3.69 |
Distance to Strike in % | 3.11% |
Average Spread | 23.27% |
Last Best Bid Price | 0.03 CHF |
Last Best Ask Price | 0.04 CHF |
Last Best Bid Volume | 1,000,000 |
Last Best Ask Volume | 500,000 |
Average Buy Volume | 1,000,000 |
Average Sell Volume | 499,407 |
Average Buy Value | 38,349 CHF |
Average Sell Value | 24,145 CHF |
Spreads Availability Ratio | 99.50% |
Quote Availability | 99.50% |