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Call-Warrant
Symbol:
JNZRJB
ISIN:
CH1303724566
Issuer:
Bank Julius Bär
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
16.07.24
15:55:00 |
|
0.180
|
0.190
|
CHF |
| Volume |
750,000
|
250,000
|
||
Performance
| Closing prev. day | 0.180 | ||||
| Diff. absolute / % | -0.01 | -5.56% | |||
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 | CH1303724566 |
| Valor | 130372456 |
| Symbol | JNZRJB |
| Strike | 160.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 30.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 24/11/2023 |
| Date of maturity | 21/03/2025 |
| Last trading day | 21/03/2025 |
| Settlement Type | Cash payout |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Julius Bär |
Underlyings
| Name | Johnson & Johnson |
| ISIN | US4781601046 |
| Price |
138.68 EUR
|
| Date | 16/07/24 16:12 |
| Ratio | 30.00 |
Key data
| Implied volatility | 0.16% |
| Leverage | 10.54 |
| Delta | 0.36 |
| Gamma | 0.03 |
| Vega | 0.46 |
| Distance to Strike | 10.75 |
| Distance to Strike in % | 7.20% |
market maker quality Date: 15/07/2024
| Average Spread | 5.25% |
| Last Best Bid Price | 0.17 CHF |
| Last Best Ask Price | 0.18 CHF |
| Last Best Bid Volume | 900,000 |
| Last Best Ask Volume | 300,000 |
| Average Buy Volume | 774,342 |
| Average Sell Volume | 258,114 |
| Average Buy Value | 143,579 CHF |
| Average Sell Value | 50,441 CHF |
| Spreads Availability Ratio | 94.85% |
| Quote Availability | 94.85% |
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