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Put-Warrant
Symbol:
KHZHJB
ISIN:
CH1294274316
Issuer:
Bank Julius Bär
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
08.05.24
11:41:00 |
|
0.110
|
0.120
|
CHF |
| Volume |
600,000
|
200,000
|
||
Performance
| Closing prev. day | 0.120 | ||||
| Diff. absolute / % | -0.01 | -8.33% | |||
Determined prices
| Last Price | 0.110 | Volume | 1,000 | |
| Time | 09:54:06 | Date | 02/05/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Put-Warrant |
| ISIN | CH1294274316 |
| Valor | 129427431 |
| Symbol | KHZHJB |
| Strike | 36.00 USD |
| Type | Warrants |
| Type | Bear |
| Ratio | 8.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 29/09/2023 |
| Date of maturity | 21/06/2024 |
| Last trading day | 21/06/2024 |
| Settlement Type | Cash payout |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Julius Bär |
Underlyings
| Name | Kraft Heinz Co. |
| ISIN | US5007541064 |
| Price |
33.305 EUR
|
| Date | 08/05/24 12:21 |
| Ratio | 8.00 |
Key data
| Intrinsic value | 0.03 |
| Time value | 0.08 |
| Implied volatility | 0.19% |
| Leverage | 19.79 |
| Delta | -0.49 |
| Gamma | 0.12 |
| Vega | 0.05 |
| Distance to Strike | -0.20 |
| Distance to Strike in % | -0.56% |
market maker quality Date: 07/05/2024
| Average Spread | 8.78% |
| Last Best Bid Price | 0.11 CHF |
| Last Best Ask Price | 0.12 CHF |
| Last Best Bid Volume | 600,000 |
| Last Best Ask Volume | 200,000 |
| Average Buy Volume | 618,957 |
| Average Sell Volume | 206,319 |
| Average Buy Value | 67,309 CHF |
| Average Sell Value | 24,499 CHF |
| Spreads Availability Ratio | 99.19% |
| Quote Availability | 99.19% |
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