Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1286513689 |
Valor | 128651368 |
Symbol | DTZDJB |
Strike | 21.00 EUR |
Type | Warrants |
Type | Bear |
Ratio | 4.00 |
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 |
Delta | -0.36 |
Gamma | 0.16 |
Vega | 0.03 |
Distance to Strike | 0.67 |
Distance to Strike in % | 3.09% |
Average Spread | 12.23% |
Last Best Bid Price | 0.08 CHF |
Last Best Ask Price | 0.09 CHF |
Last Best Bid Volume | 1,000,000 |
Last Best Ask Volume | 400,000 |
Average Buy Volume | 983,895 |
Average Sell Volume | 383,895 |
Average Buy Value | 75,965 CHF |
Average Sell Value | 33,358 CHF |
Spreads Availability Ratio | 95.18% |
Quote Availability | 95.18% |