SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.380 | ||||
Diff. absolute / % | -0.02 | -5.13% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1286510073 |
Valor | 128651007 |
Symbol | RWZOJB |
Strike | 36.00 EUR |
Type | Warrants |
Type | Bear |
Ratio | 10.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 04/09/2023 |
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 |
Intrinsic value | 0.27 |
Time value | 0.10 |
Implied volatility | 0.44% |
Leverage | 7.19 |
Delta | -0.80 |
Gamma | 0.10 |
Vega | 0.03 |
Distance to Strike | -2.69 |
Distance to Strike in % | -8.08% |
Average Spread | 2.61% |
Last Best Bid Price | 0.38 CHF |
Last Best Ask Price | 0.39 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 | 226,791 CHF |
Average Sell Value | 77,597 CHF |
Spreads Availability Ratio | 98.85% |
Quote Availability | 98.85% |