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Put-Warrant
Symbol:
EFZPJB
ISIN:
CH1321767761
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 | 0.270 | ||||
| Diff. absolute / % | 0.00 | 0.00% | |||
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 | CH1321767761 |
| Valor | 132176776 |
| Symbol | EFZPJB |
| Strike | 12.25 CHF |
| Type | Warrants |
| Type | Bear |
| Ratio | 3.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 22/02/2024 |
| 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 |
Key data
| Intrinsic value | 0.20 |
| Time value | 0.07 |
| Implied volatility | 0.30% |
| Leverage | 10.03 |
| Delta | -0.70 |
| Gamma | 0.31 |
| Vega | 0.01 |
| Distance to Strike | -0.61 |
| Distance to Strike in % | -5.24% |
market maker quality Date: 16/05/2024
| Average Spread | 3.60% |
| Last Best Bid Price | 0.26 CHF |
| Last Best Ask Price | 0.27 CHF |
| Last Best Bid Volume | 300,000 |
| Last Best Ask Volume | 100,000 |
| Average Buy Volume | 302,401 |
| Average Sell Volume | 100,800 |
| Average Buy Value | 83,086 CHF |
| Average Sell Value | 28,703 CHF |
| Spreads Availability Ratio | 99.36% |
| Quote Availability | 99.36% |
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