Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1286510933 |
Valor | 128651093 |
Symbol | DTETJB |
Strike | 20.00 EUR |
Type | Warrants |
Type | Bear |
Ratio | 4.00 |
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 |
Delta | -0.20 |
Gamma | 0.12 |
Vega | 0.02 |
Distance to Strike | 1.67 |
Distance to Strike in % | 7.71% |
Average Spread | 24.57% |
Last Best Bid Price | 0.04 CHF |
Last Best Ask Price | 0.05 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 | 36,299 CHF |
Average Sell Value | 23,150 CHF |
Spreads Availability Ratio | 95.19% |
Quote Availability | 95.19% |