SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.370 | ||||
Diff. absolute / % | -0.06 | -14.29% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1284784993 |
Valor | 128478499 |
Symbol | SANMJB |
Strike | 100.00 EUR |
Type | Warrants |
Type | Bear |
Ratio | 25.00 |
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 | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Intrinsic value | 0.27 |
Time value | 0.09 |
Implied volatility | 0.40% |
Leverage | 8.50 |
Delta | -0.82 |
Gamma | 0.04 |
Vega | 0.08 |
Distance to Strike | -6.82 |
Distance to Strike in % | -7.32% |
Average Spread | 2.50% |
Last Best Bid Price | 0.41 CHF |
Last Best Ask Price | 0.42 CHF |
Last Best Bid Volume | 450,000 |
Last Best Ask Volume | 150,000 |
Average Buy Volume | 450,000 |
Average Sell Volume | 150,000 |
Average Buy Value | 177,659 CHF |
Average Sell Value | 60,720 CHF |
Spreads Availability Ratio | 99.34% |
Quote Availability | 99.34% |