Call-Warrant

Symbol: RIERJB
Underlyings: Rieter Hldg. AG
ISIN: CH1337633700
Issuer:
Bank Julius Bär
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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 0.170
Diff. absolute / % 0.02 +11.76%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Call-Warrant
ISIN CH1337633700
Valor 133763370
Symbol RIERJB
Strike 140.00 CHF
Type Warrants
Type Bull
Ratio 50.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 05/04/2024
Date of maturity 21/03/2025
Last trading day 21/03/2025
Settlement Type Physical delivery
IRS 871m Not applicable
Currency safeguarded No
Pricing Dirty
Issuer Bank Julius Bär

Underlyings

Name Rieter Hldg. AG
ISIN CH0003671440
Price 118.20 CHF
Date 16/07/24 17:30
Ratio 50.00

Key data

Implied volatility 0.47%
Leverage 2.59
Delta 0.21
Gamma 0.01
Vega 0.28
Distance to Strike 22.60
Distance to Strike in % 19.25%

market maker quality Date: 15/07/2024

Average Spread 5.52%
Last Best Bid Price 0.17 CHF
Last Best Ask Price 0.18 CHF
Last Best Bid Volume 300,000
Last Best Ask Volume 100,000
Average Buy Volume 300,000
Average Sell Volume 100,000
Average Buy Value 52,886 CHF
Average Sell Value 18,629 CHF
Spreads Availability Ratio 95.92%
Quote Availability 95.92%

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