Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1294275107 |
Valor | 129427510 |
Symbol | DTZNJB |
Strike | 19.00 EUR |
Type | Warrants |
Type | Bear |
Ratio | 4.00 |
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 | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Delta | -0.09 |
Gamma | 0.07 |
Vega | 0.01 |
Distance to Strike | 2.67 |
Distance to Strike in % | 12.32% |
Average Spread | 40.91% |
Last Best Bid Price | 0.02 CHF |
Last Best Ask Price | 0.03 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 | 19,543 CHF |
Average Sell Value | 14,772 CHF |
Spreads Availability Ratio | 95.16% |
Quote Availability | 95.16% |