SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.350 | ||||
Diff. absolute / % | -0.02 | -5.71% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1294274407 |
Valor | 129427440 |
Symbol | BOZVJB |
Strike | 200.00 USD |
Type | Warrants |
Type | Bear |
Ratio | 50.00 |
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 |
Leverage | 8.94 |
Delta | -0.81 |
Gamma | 0.02 |
Vega | 0.15 |
Distance to Strike | -17.52 |
Distance to Strike in % | -9.60% |
Average Spread | 2.48% |
Last Best Bid Price | 0.34 CHF |
Last Best Ask Price | 0.35 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 | 240,222 CHF |
Average Sell Value | 82,074 CHF |
Spreads Availability Ratio | 99.17% |
Quote Availability | 99.17% |