SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.590 | ||||
Diff. absolute / % | 0.03 | +5.08% |
Last Price | 0.830 | Volume | 200 | |
Time | 17:14:44 | Date | 07/06/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1298676920 |
Valor | 129867692 |
Symbol | RIZAJB |
Strike | 90.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 50.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 26/10/2023 |
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 |
Intrinsic value | 0.55 |
Time value | 0.07 |
Implied volatility | 0.54% |
Leverage | 3.71 |
Delta | 0.98 |
Gamma | 0.01 |
Vega | 0.03 |
Distance to Strike | -27.40 |
Distance to Strike in % | -23.34% |
Average Spread | 1.67% |
Last Best Bid Price | 0.59 CHF |
Last Best Ask Price | 0.60 CHF |
Last Best Bid Volume | 250,000 |
Last Best Ask Volume | 50,000 |
Average Buy Volume | 250,000 |
Average Sell Volume | 50,000 |
Average Buy Value | 148,416 CHF |
Average Sell Value | 30,183 CHF |
Spreads Availability Ratio | 95.92% |
Quote Availability | 95.92% |