SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.260 | ||||
Diff. absolute / % | -0.06 | -19.35% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1154180405 |
Valor | 115418040 |
Symbol | PPGHJB |
Strike | 90.00 CHF |
Type | Warrants |
Type | Bear |
Ratio | 75.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 26/01/2022 |
Date of maturity | 17/06/2022 |
Last trading day | 17/06/2022 |
Settlement Type | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Intrinsic value | 0.23 |
Time value | 0.02 |
Implied volatility | 1.02% |
Leverage | 3.55 |
Delta | -0.92 |
Gamma | 0.01 |
Vega | 0.03 |
Distance to Strike | -17.50 |
Distance to Strike in % | -24.14% |
Average Spread | 3.28% |
Last Best Bid Price | 0.31 CHF |
Last Best Ask Price | 0.32 CHF |
Last Best Bid Volume | 225,000 |
Last Best Ask Volume | 50,000 |
Average Buy Volume | 225,000 |
Average Sell Volume | 50,000 |
Average Buy Value | 67,423 CHF |
Average Sell Value | 15,483 CHF |
Spreads Availability Ratio | 95.83% |
Quote Availability | 95.83% |