SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.210 | ||||
Diff. absolute / % | -0.02 | -9.52% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1294277087 |
Valor | 129427708 |
Symbol | BOETJB |
Strike | 190.00 USD |
Type | Warrants |
Type | Bear |
Ratio | 50.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 06/10/2023 |
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 |
Intrinsic value | 0.15 |
Time value | 0.04 |
Implied volatility | 0.26% |
Leverage | 12.06 |
Delta | -0.63 |
Gamma | 0.02 |
Vega | 0.21 |
Distance to Strike | -7.52 |
Distance to Strike in % | -4.12% |
Average Spread | 4.05% |
Last Best Bid Price | 0.20 CHF |
Last Best Ask Price | 0.21 CHF |
Last Best Bid Volume | 750,000 |
Last Best Ask Volume | 250,000 |
Average Buy Volume | 625,847 |
Average Sell Volume | 208,616 |
Average Buy Value | 151,862 CHF |
Average Sell Value | 52,707 CHF |
Spreads Availability Ratio | 99.08% |
Quote Availability | 99.08% |