Put-Warrant

Symbol: PPGHJB
Underlyings: PolyPeptide Aktie
ISIN: CH1154180405
Issuer:
Bank Julius Bär
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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Please note that data is only available after start of trading.

Performance

Closing prev. day 0.260
Diff. absolute / % -0.06 -19.35%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

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

Underlyings

Name PolyPeptide Aktie
ISIN CH1110760852
Price 73.90 CHF
Date 27/05/22 17:31
Ratio 75.00

Key data

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%

market maker quality Date: 25/05/2022

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%

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