Login
Call-Warrant
Symbol:
ZURFJB
ISIN:
CH1242798705
Issuer:
Bank Julius Bär
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
16.07.24
13:04:00 |
|
0.290
|
0.300
|
CHF |
| Volume |
1.00 m.
|
500,000
|
||
Performance
| Closing prev. day | 0.390 | ||||
| Diff. absolute / % | -0.10 | -25.64% | |||
Determined prices
| Last Price | 0.390 | Volume | 200,000 | |
| Time | 09:19:08 | Date | 15/07/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call-Warrant |
| ISIN | CH1242798705 |
| Valor | 124279870 |
| Symbol | ZURFJB |
| Strike | 475.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 70.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 02/03/2023 |
| Date of maturity | 20/12/2024 |
| Last trading day | 20/12/2024 |
| Settlement Type | Physical delivery |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Julius Bär |
Key data
| Intrinsic value | 0.00 |
| Time value | 0.31 |
| Implied volatility | 0.21% |
| Leverage | 9.84 |
| Delta | 0.45 |
| Gamma | 0.01 |
| Vega | 1.18 |
| Distance to Strike | -0.40 |
| Distance to Strike in % | -0.08% |
market maker quality Date: 15/07/2024
| Average Spread | 2.58% |
| Last Best Bid Price | 0.36 CHF |
| Last Best Ask Price | 0.37 CHF |
| Last Best Bid Volume | 1,000,000 |
| Last Best Ask Volume | 500,000 |
| Average Buy Volume | 999,772 |
| Average Sell Volume | 500,000 |
| Average Buy Value | 383,999 CHF |
| Average Sell Value | 197,044 CHF |
| Spreads Availability Ratio | 99.27% |
| Quote Availability | 99.27% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)