SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.660 | ||||
Diff. absolute / % | -0.05 | -7.58% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1263885316 |
Valor | 126388531 |
Symbol | ROZAJB |
Strike | 30.00 EUR |
Type | Warrants |
Type | Bull |
Ratio | 6.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 06/06/2023 |
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 | 0.58 |
Time value | 0.03 |
Implied volatility | 0.08% |
Leverage | 8.74 |
Delta | 0.96 |
Gamma | 0.04 |
Vega | 0.02 |
Distance to Strike | -3.49 |
Distance to Strike in % | -10.41% |
Average Spread | 1.50% |
Last Best Bid Price | 0.66 CHF |
Last Best Ask Price | 0.67 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 | 297,058 CHF |
Average Sell Value | 100,519 CHF |
Spreads Availability Ratio | 99.60% |
Quote Availability | 99.60% |