Login
Call-Warrant
Symbol:
FREBJB
ISIN:
CH1276774044
Issuer:
Bank Julius Bär
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
| Please note that data is only available after start of trading. | ||||
Performance
| Closing prev. day | 0.280 | ||||
| Diff. absolute / % | 0.04 | +14.29% | |||
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 | CH1276774044 |
| Valor | 127677404 |
| Symbol | FREBJB |
| Strike | 28.00 EUR |
| Type | Warrants |
| Type | Bull |
| Ratio | 10.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 03/07/2023 |
| 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 |
Underlyings
| Name | Fresenius SE & Co. KGaA |
| ISIN | DE0005785604 |
| Price |
29.615 EUR
|
| Date | 16/07/24 22:32 |
| Ratio | 10.00 |
Key data
| Intrinsic value | 0.15 |
| Time value | 0.16 |
| Implied volatility | 0.32% |
| Leverage | 6.94 |
| Delta | 0.73 |
| Gamma | 0.12 |
| Vega | 0.06 |
| Distance to Strike | -1.50 |
| Distance to Strike in % | -5.08% |
market maker quality Date: 15/07/2024
| Average Spread | 3.34% |
| Last Best Bid Price | 0.27 CHF |
| Last Best Ask Price | 0.28 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 | 265,121 CHF |
| Average Sell Value | 91,374 CHF |
| Spreads Availability Ratio | 92.15% |
| Quote Availability | 92.15% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)