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Put-Warrant
Symbol:
SANNJB
ISIN:
CH1284785008
Issuer:
Bank Julius Bär
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
| Please note that data is only available after start of trading. | ||||
Performance
| Closing prev. day | 0.190 | ||||
| Diff. absolute / % | -0.05 | -21.74% | |||
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 | CH1284785008 |
| Valor | 128478500 |
| Symbol | SANNJB |
| Strike | 95.00 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 |
Underlyings
| Name | Sanofi S.A. |
| ISIN | FR0000120578 |
| Price |
94.515 EUR
|
| Date | 10/05/24 21:58 |
| Ratio | 25.00 |
Key data
| Intrinsic value | 0.07 |
| Time value | 0.11 |
| Implied volatility | 0.30% |
| Leverage | 12.19 |
| Delta | -0.59 |
| Gamma | 0.06 |
| Vega | 0.12 |
| Distance to Strike | -1.82 |
| Distance to Strike in % | -1.95% |
market maker quality Date: 08/05/2024
| Average Spread | 4.56% |
| Last Best Bid Price | 0.22 CHF |
| Last Best Ask Price | 0.23 CHF |
| Last Best Bid Volume | 600,000 |
| Last Best Ask Volume | 200,000 |
| Average Buy Volume | 600,000 |
| Average Sell Volume | 200,000 |
| Average Buy Value | 128,762 CHF |
| Average Sell Value | 44,921 CHF |
| Spreads Availability Ratio | 99.38% |
| Quote Availability | 99.38% |
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