SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.250 | ||||
Diff. absolute / % | -0.03 | -12.00% |
Last Price | 0.400 | Volume | 85,000 | |
Time | 09:21:07 | Date | 10/05/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1294278499 |
Valor | 129427849 |
Symbol | RWZGJB |
Strike | 33.00 EUR |
Type | Warrants |
Type | Bull |
Ratio | 10.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 09/10/2023 |
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 |
Implied volatility | 0.30% |
Leverage | 7.39 |
Delta | 0.48 |
Gamma | 0.08 |
Vega | 0.08 |
Distance to Strike | 0.70 |
Distance to Strike in % | 2.17% |
Average Spread | 4.01% |
Last Best Bid Price | 0.24 CHF |
Last Best Ask Price | 0.25 CHF |
Last Best Bid Volume | 900,000 |
Last Best Ask Volume | 300,000 |
Average Buy Volume | 863,864 |
Average Sell Volume | 287,955 |
Average Buy Value | 210,757 CHF |
Average Sell Value | 73,132 CHF |
Spreads Availability Ratio | 98.69% |
Quote Availability | 98.69% |