SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.160 | ||||
Diff. absolute / % | -0.02 | -11.76% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1327232422 |
Valor | 132723242 |
Symbol | WMZRJB |
Strike | 60.00 USD |
Type | Warrants |
Type | Bear |
Ratio | 10.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 28/02/2024 |
Date of maturity | 20/12/2024 |
Last trading day | 20/12/2024 |
Settlement Type | Cash payout |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Implied volatility | 0.20% |
Leverage | 12.40 |
Delta | -0.29 |
Gamma | 0.03 |
Vega | 0.17 |
Distance to Strike | 4.29 |
Distance to Strike in % | 6.67% |
Average Spread | 4.70% |
Last Best Bid Price | 0.16 CHF |
Last Best Ask Price | 0.17 CHF |
Last Best Bid Volume | 900,000 |
Last Best Ask Volume | 300,000 |
Average Buy Volume | 780,990 |
Average Sell Volume | 263,793 |
Average Buy Value | 164,747 CHF |
Average Sell Value | 58,101 CHF |
Spreads Availability Ratio | 92.32% |
Quote Availability | 92.32% |