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Call-Warrant
Symbol:
CLZLJB
ISIN:
CH1272328050
Issuer:
Bank Julius Bär
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
16.07.24
16:01:00 |
|
0.390
|
0.400
|
CHF |
| Volume |
450,000
|
150,000
|
||
Performance
| Closing prev. day | 0.420 | ||||
| Diff. absolute / % | -0.03 | -7.14% | |||
Determined prices
| Last Price | - | Volume | - | |
| Time | - | Date | - |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call-Warrant |
| ISIN | CH1272328050 |
| Valor | 127232805 |
| Symbol | CLZLJB |
| Strike | 13.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 4.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 20/06/2023 |
| Date of maturity | 20/09/2024 |
| Last trading day | 20/09/2024 |
| Settlement Type | Physical delivery |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Julius Bär |
Key data
| Intrinsic value | 0.33 |
| Time value | 0.05 |
| Implied volatility | 0.33% |
| Leverage | 8.47 |
| Delta | 0.90 |
| Gamma | 0.19 |
| Vega | 0.01 |
| Distance to Strike | -1.29 |
| Distance to Strike in % | -9.03% |
market maker quality Date: 15/07/2024
| Average Spread | 2.29% |
| Last Best Bid Price | 0.41 CHF |
| Last Best Ask Price | 0.42 CHF |
| Last Best Bid Volume | 450,000 |
| Last Best Ask Volume | 150,000 |
| Average Buy Volume | 450,000 |
| Average Sell Volume | 150,000 |
| Average Buy Value | 194,399 CHF |
| Average Sell Value | 66,300 CHF |
| Spreads Availability Ratio | 99.17% |
| Quote Availability | 99.17% |
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