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Call-Warrant
Symbol:
ROYZJB
ISIN:
CH1337636414
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 | 0.760 | ||||
| Diff. absolute / % | -0.01 | -0.69% | |||
Determined prices
| Last Price | 0.720 | Volume | 5,000 | |
| Time | 10:33:19 | Date | 27/03/2025 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call-Warrant |
| ISIN | CH1337636414 |
| Valor | 133763641 |
| Symbol | ROYZJB |
| Strike | 275.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 40.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 12/04/2024 |
| Date of maturity | 19/09/2025 |
| Last trading day | 19/09/2025 |
| Settlement Type | Physical delivery |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Julius Bär |
Key data
| Intrinsic value | 0.53 |
| Time value | 0.21 |
| Implied volatility | 0.25% |
| Leverage | 6.75 |
| Delta | 0.67 |
| Gamma | 0.01 |
| Vega | 0.71 |
| Distance to Strike | -21.20 |
| Distance to Strike in % | -7.16% |
market maker quality Date: 27/03/2025
| Average Spread | 1.43% |
| Last Best Bid Price | 0.70 CHF |
| Last Best Ask Price | 0.71 CHF |
| Last Best Bid Volume | 750,000 |
| Last Best Ask Volume | 250,000 |
| Average Buy Volume | 700,612 |
| Average Sell Volume | 249,995 |
| Average Buy Value | 487,366 CHF |
| Average Sell Value | 176,062 CHF |
| Spreads Availability Ratio | 98.12% |
| Quote Availability | 98.31% |
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