SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
13.05.24
08:45:00 |
0.001
|
0.011
|
CHF | |
Volume |
1.00 m.
|
500,000
|
Closing prev. day | 0.011 | ||||
Diff. absolute / % | -0.01 | -90.91% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1286510099 |
Valor | 128651009 |
Symbol | ROYKJB |
Strike | 29.00 EUR |
Type | Warrants |
Type | Bear |
Ratio | 8.00 |
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 |
Implied volatility | 0.33% |
Leverage | 0.02 |
Delta | -0.00 |
Gamma | 0.00 |
Vega | 0.00 |
Distance to Strike | 5.40 |
Distance to Strike in % | 15.71% |
Average Spread | 166.60% |
Last Best Bid Price | 0.00 CHF |
Last Best Ask Price | 0.01 CHF |
Last Best Bid Volume | 1,000,000 |
Last Best Ask Volume | 500,000 |
Average Buy Volume | 1,000,000 |
Average Sell Volume | 500,000 |
Average Buy Value | 1,003 CHF |
Average Sell Value | 5,501 CHF |
Spreads Availability Ratio | 99.58% |
Quote Availability | 99.58% |