SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
30.04.24
16:01:00 |
0.050
|
0.060
|
CHF | |
Volume |
1.00 m.
|
500,000
|
Closing prev. day | 0.070 | ||||
Diff. absolute / % | -0.02 | -28.57% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1286513317 |
Valor | 128651331 |
Symbol | MUZLJB |
Strike | 380.00 EUR |
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 | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Implied volatility | 0.25% |
Leverage | 25.11 |
Delta | -0.18 |
Gamma | 0.01 |
Vega | 0.41 |
Distance to Strike | 34.30 |
Distance to Strike in % | 8.28% |
Average Spread | 15.41% |
Last Best Bid Price | 0.06 CHF |
Last Best Ask Price | 0.07 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 | 59,920 CHF |
Average Sell Value | 34,960 CHF |
Spreads Availability Ratio | 97.92% |
Quote Availability | 97.92% |