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Call-Warrant
Symbol:
VOZIJB
ISIN:
CH1298676318
Issuer:
Bank Julius Bär
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
16.07.24
16:01:00 |
|
0.290
|
0.300
|
CHF |
| Volume |
600,000
|
200,000
|
||
Performance
| Closing prev. day | 0.350 | ||||
| Diff. absolute / % | -0.06 | -17.14% | |||
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 | CH1298676318 |
| Valor | 129867631 |
| Symbol | VOZIJB |
| Strike | 100.00 EUR |
| Type | Warrants |
| Type | Bull |
| Ratio | 30.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 25/10/2023 |
| 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 |
Underlyings
| Name | Volkswagen AG (Vz) |
| ISIN | DE0007664039 |
| Price |
106.975 EUR
|
| Date | 16/07/24 16:17 |
| Ratio | 30.00 |
Key data
| Intrinsic value | 0.23 |
| Time value | 0.06 |
| Implied volatility | 0.31% |
| Leverage | 10.33 |
| Delta | 0.84 |
| Gamma | 0.05 |
| Vega | 0.10 |
| Distance to Strike | -6.80 |
| Distance to Strike in % | -6.37% |
market maker quality Date: 15/07/2024
| Average Spread | 2.98% |
| Last Best Bid Price | 0.34 CHF |
| Last Best Ask Price | 0.35 CHF |
| Last Best Bid Volume | 600,000 |
| Last Best Ask Volume | 200,000 |
| Average Buy Volume | 600,000 |
| Average Sell Volume | 200,000 |
| Average Buy Value | 198,461 CHF |
| Average Sell Value | 68,154 CHF |
| Spreads Availability Ratio | 94.99% |
| Quote Availability | 94.99% |
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