Azure Bastion is available in preview. You can check it out here and try it yourself after punching in couple of PowerShell commands targeted to your Azure subscription.
Architecture of the solution is decipted in this image
I did just that and it more or less worked perfectly. I had one simple issue and that is when I tries to create Azure Bastion host in Azure Marketplace. I got an error stating that my subscription is not registered for bastion resource type,
The subscription is not registered for the resource type ‘bastionHosts’. Please check that the resource type exists and re-register for this provider in order to have access to this resource type.
but it clearly shown as registered.
PS Azure:\> Get-AzureRmProviderFeature -ProviderNamespace Microsoft.Network
FeatureName ProviderName RegistrationState
----------- ------------ -----------------
AllowBastionHost Microsoft.Network Registered
AllowCortexAccess Microsoft.Network Registered
Since this is in preview state, it will be fixed. Also it is possible that my Azure subscription was just acting up. 🙂 So what I did, I created a Azure Bastion host directly from target vNet and it worked as charm!
After successful HTTPS connection to your host, you get a screen like this
Pricing information can be found here.