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Call-Warrant
Symbol:
DOZQJB
ISIN:
CH1360196310
Issuer:
Bank Julius Bär
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
16.07.24
12:27:00 |
|
0.260
|
0.270
|
CHF |
| Volume |
450,000
|
150,000
|
||
Performance
| Closing prev. day | 0.260 | ||||
| Diff. absolute / % | 0.01 | +3.85% | |||
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 | CH1360196310 |
| Valor | 136019631 |
| Symbol | DOZQJB |
| Strike | 55.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 20.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 15/07/2024 |
| Date of maturity | 15/11/2024 |
| Last trading day | 15/11/2024 |
| Settlement Type | Physical delivery |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Julius Bär |
Key data
| Implied volatility | 0.73% |
| Leverage | 4.35 |
| Delta | 0.49 |
| Gamma | 0.02 |
| Vega | 0.11 |
| Distance to Strike | 7.14 |
| Distance to Strike in % | 14.92% |
market maker quality Date: 15/07/2024
| Average Spread | 3.87% |
| Last Best Bid Price | 0.25 CHF |
| Last Best Ask Price | 0.26 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 | 114,063 CHF |
| Average Sell Value | 39,521 CHF |
| Spreads Availability Ratio | 99.38% |
| Quote Availability | 99.38% |
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