SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.450 | ||||
Diff. absolute / % | -0.05 | -10.20% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1286513267 |
Valor | 128651326 |
Symbol | BIXBJB |
Strike | 140.00 USD |
Type | Warrants |
Type | Bear |
Ratio | 60.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 13/09/2023 |
Date of maturity | 21/06/2024 |
Last trading day | 21/06/2024 |
Settlement Type | Cash payout |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Leverage | 4.23 |
Delta | -0.95 |
Gamma | 0.01 |
Vega | 0.04 |
Distance to Strike | -27.78 |
Distance to Strike in % | -24.75% |
Average Spread | 1.99% |
Last Best Bid Price | 0.48 CHF |
Last Best Ask Price | 0.49 CHF |
Last Best Bid Volume | 1,000,000 |
Last Best Ask Volume | 400,000 |
Average Buy Volume | 1,000,000 |
Average Sell Volume | 400,000 |
Average Buy Value | 497,452 CHF |
Average Sell Value | 202,981 CHF |
Spreads Availability Ratio | 99.53% |
Quote Availability | 99.53% |