SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.090 | ||||
Diff. absolute / % | 0.01 | +12.50% |
Last Price | 0.110 | Volume | 1,000 | |
Time | 09:54:06 | Date | 02/05/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1294274316 |
Valor | 129427431 |
Symbol | KHZHJB |
Strike | 36.00 USD |
Type | Warrants |
Type | Bear |
Ratio | 8.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 29/09/2023 |
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 |
Delta | -0.45 |
Gamma | 0.14 |
Vega | 0.04 |
Distance to Strike | 0.11 |
Distance to Strike in % | 0.30% |
Average Spread | 10.80% |
Last Best Bid Price | 0.08 CHF |
Last Best Ask Price | 0.09 CHF |
Last Best Bid Volume | 750,000 |
Last Best Ask Volume | 250,000 |
Average Buy Volume | 717,199 |
Average Sell Volume | 239,066 |
Average Buy Value | 62,920 CHF |
Average Sell Value | 23,364 CHF |
Spreads Availability Ratio | 95.41% |
Quote Availability | 95.41% |