SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 1.430 | ||||
Diff. absolute / % | 0.24 | +20.17% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
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 |
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% |
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% |