Data DEBUG
Request:
https://api.data.payoff.ch/v2/strproducts/CH1520612206/en
Response:
{
    "meta": {
        "id": 29586788,
        "categoryId": 20,
        "subCategoryId": 2100,
        "ibtTypeCode": 100002,
        "hasMultipleUnderlyings": false,
        "numUnderlyings": 1,
        "issuerRef": "BAER",
        "hasExtendedTradingHours": true,
        "denomination": "1.00000",
        "productNameFull": "Put Warrants auf Taiwan Semiconductor Manufacturing Company",
        "guarantorRef": null
    },
    "basic": {
        "isin": "CH1520612206",
        "wkn": null,
        "valor": "152061220",
        "symbol": "TSDDJB",
        "name": "Put Warrant on Taiwan Semiconductor",
        "descriptionTemplate": "template-2100-s",
        "termsheetUrlDe": "\/termsheets\/CH1520612206_de_20260120_005356.pdf",
        "termsheetUrlEn": "\/termsheets\/CH1520612206_en_20260120_010636.pdf"
    },
    "highlights": {
        "strikeLevel": "400",
        "leverage": "5.040",
        "tradingCurrencyCode": "CHF"
    },
    "static": {
        "categoryName": "Leverage",
        "subCategoryName": "Warrant",
        "issuerName": "Bank Julius Bär",
        "issuerRatings": "Aa3 \/ – \/ –",
        "tradingCurrencyCode": "CHF",
        "underlying": "Taiwan Semiconductor",
        "tradingExchangeName": "SIX Structured Products",
        "ratio": "50",
        "isCollateralised": "No",
        "issuePrice": "1.30",
        "firstTradingDate": "19.01.2026",
        "lastTradingDate": "18.09.2026",
        "redemptionDate": "18.09.2026",
        "paymentType": "cash",
        "mgmtFeePa": null,
        "isCallable": "No",
        "isAutoCallable": "No",
        "direction": "Short",
        "strikeLevel": "400"
    },
    "market": {
        "tradingExchangeName": "SIX Structured Products",
        "tradingCurrencyCode": "CHF",
        "bid": "0.560",
        "bidSize": "600'000",
        "ask": "0.570",
        "askSize": "200'000",
        "last": "0.550",
        "change": null,
        "performanceWeek": "-14.063%",
        "performanceYtd": null,
        "lastDateTime": "28.05.2026 22:10:00"
    },
    "chart": [
        {
            "ttsId": "tts-827455",
            "name": "Taiwan Semiconductor"
        }
    ],
    "keyfigures": {
        "daysToMaturity": "112",
        "distToStrikeRate": "4.78%"
    },
    "underlyings": [
        {
            "isin": "US8740391003",
            "valor": "724641",
            "name": "Taiwan Semiconductor",
            "symbol": "TSM",
            "tradingExchangeName": "SIX Structured Products",
            "tradingCurrencyCode": "USD",
            "strikeLevel": "400.00",
            "bid": "419.10",
            "bidSize": "40",
            "ask": "419.22",
            "askSize": "200",
            "last": "419.17",
            "change": null,
            "distToStrikeRate": "4.78%",
            "lastDateTime": "29.05.2026 19:27:03"
        }
    ],
    "similars": [
        {
            "name": "Put Warrant auf Taiwan Semiconductor",
            "isin": "CH1560405966",
            "symbol": "TSFBJB",
            "categoryName": "Hebelprodukte",
            "issuerName": "Bank Julius Bär",
            "isAd": false
        },
        {
            "name": "Call Warrant auf Taiwan Semiconductor",
            "isin": "CH1560286515",
            "symbol": "WTSFHV",
            "categoryName": "Hebelprodukte",
            "issuerName": "Vontobel",
            "isAd": false
        },
        {
            "name": "Put Warrant auf Taiwan Semiconductor",
            "isin": "CH1491119181",
            "symbol": "TSM10Z",
            "categoryName": "Hebelprodukte",
            "issuerName": "Zürcher Kantonalbank",
            "isAd": false
        }
    ],
    "events": [
    ],
    "greeks": {
        "delta": "-0.34",
        "gamma": "0.0044",
        "moneyness": "OTM",
        "gearing": "14.97",
        "leverage": "5.040"
    }
}

TSDDJB

Put Warrant on Taiwan Semiconductor

Valor: 152061220
ISIN: CH1520612206
Termsheet: PDF (De) PDF (En)
Extended Trading Hours
Last update: 20:01:13
Bid
0.560
Bid Size: 600'000
Ask
0.570
Ask Size: 200'000
Strike
400
Leverage
5.040
Trading Currency
CHF

Terms

  • CategoryLeverage
  • TypeWarrant
  • IssuerBank Julius Bär
  • Ratings (Moody's/S&P/Fitch)Aa3 / – / –
  • Trading CurrencyCHF
  • UnderlyingTaiwan Semiconductor
  • Trading VenueSIX Structured Products
  • Ratio50
  • CollateralisedNo
  • Issue Price1.30
  • Frist Trading19.01.2026
  • Last Trading18.09.2026
  • Redemption Date18.09.2026
  • Payout Typecash
  • CallableNo
  • AutocallableNo
  • Market ExpectationShort
  • Strike400

Market Data

  • ExchangeSIX Structured Products
  • Trading CurrencyCHF
  • Bid0.560
  • Bid Size600'000
  • Ask0.570
  • Ask Size200'000
  • Last0.550
  • Performance (1 Week)-14.063%
  • Quotes vom28.05.2026 22:10:00

Key Figures

  • Days to Maturity112
  • Distance to Strike4.78%

Greeks

  • Delta-0.34
  • Gamma0.0044
  • MoneynessOTM
  • Gearing14.97
  • Leverage5.040

Chart

Underlying: Taiwan Semiconductor

  • Taiwan Semiconductor
  • ISINUS8740391003
  • Valor724641
  • UnderlyingTaiwan Semiconductor
  • SymbolTSM
  • ExchangeSIX Structured Products
  • Trading CurrencyUSD
  • Strike Level400.00
  • Bid419.10
  • Bid Size40
  • Ask419.22
  • Ask Size200
  • Last419.17
  • Distance to Strike4.78%
  • Quotes from29.05.2026 19:27:03

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