Call-Warrant

Symbol: ZURUJB
ISIN: CH1242798713
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 1.430
Diff. absolute / % 0.24 +20.17%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Call-Warrant
ISIN CH1242798713
Valor 124279871
Symbol ZURUJB
Strike 450.00 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

Underlyings

Name Zurich Insurance Group AG
ISIN CH0011075394
Price 552.20 CHF
Date 22/11/24 17:19
Ratio 70.00

Key data

Intrinsic value 1.45
Time value 0.03
Implied volatility 0.58%
Leverage 5.32
Delta 1.00
Distance to Strike -101.60
Distance to Strike in % -18.42%

market maker quality Date: 20/11/2024

Average Spread 0.81%
Last Best Bid Price 1.18 CHF
Last Best Ask Price 1.19 CHF
Last Best Bid Volume 900,000
Last Best Ask Volume 300,000
Average Buy Volume 900,000
Average Sell Volume 300,000
Average Buy Value 1,100,040 CHF
Average Sell Value 369,682 CHF
Spreads Availability Ratio 99.37%
Quote Availability 99.37%

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