SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.260 | ||||
Diff. absolute / % | -0.03 | -10.34% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1294280974 |
Valor | 129428097 |
Symbol | TOTSJB |
Strike | 70.00 EUR |
Type | Warrants |
Type | Bear |
Ratio | 15.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 19/10/2023 |
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 |
Intrinsic value | 0.24 |
Time value | 0.02 |
Implied volatility | 0.22% |
Leverage | 13.87 |
Delta | -0.81 |
Gamma | 0.08 |
Vega | 0.05 |
Distance to Strike | -3.54 |
Distance to Strike in % | -5.33% |
Average Spread | 3.52% |
Last Best Bid Price | 0.29 CHF |
Last Best Ask Price | 0.30 CHF |
Last Best Bid Volume | 450,000 |
Last Best Ask Volume | 150,000 |
Average Buy Volume | 450,000 |
Average Sell Volume | 150,000 |
Average Buy Value | 126,028 CHF |
Average Sell Value | 43,509 CHF |
Spreads Availability Ratio | 99.26% |
Quote Availability | 99.26% |