Swiss Bank Corp sets warrants on DTB-Bund-Future .
LONDON 1996-08-27
Swiss Bank Corp says it has issued 60 million American-style call and put warrants , in six equal tranches , on the DTB-Bund-Future March 1997 .
EXERCISE PERIOD 02.SEP.96-06.MAR.97 PAYDATE 30.AUG.96
LISTING FFT DDF MIN EXER LOT 100
SPOT REFERENCE 95.35 PCT
WARRANTS STRIKE ISS PRICE PREMIUM GEARING
CALL A 96.00 PCT 1.16 DEM 1.90 PCT 82.20 X
CALL B 97.00 PCT 0.75 DEM 2.50 PCT 127.10 X
CALL C 98.00 PCT 0.47 DEM 3.30 PCT 202.90 X
PUT D 94.00 PCT 0.94 DEM 2.40 PCT 101.40 X
PUT E 95.0 PCT 1.33 DEM 1.80 PCT 71.70 X
PUT F 96.0 PCT 1.84 DEM 1.20 PCT 51.80 X
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