SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.920 | ||||
Diff. absolute / % | -0.03 | -3.23% |
Last Price | 0.760 | Volume | 200 | |
Time | 17:14:58 | Date | 22/04/2024 |
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 | 0.84 |
Time value | 0.06 |
Implied volatility | 0.52% |
Leverage | 2.94 |
Delta | 1.00 |
Distance to Strike | -42.20 |
Distance to Strike in % | -31.92% |
Average Spread | 1.08% |
Last Best Bid Price | 0.93 CHF |
Last Best Ask Price | 0.94 CHF |
Last Best Bid Volume | 150,000 |
Last Best Ask Volume | 50,000 |
Average Buy Volume | 150,000 |
Average Sell Volume | 50,000 |
Average Buy Value | 137,793 CHF |
Average Sell Value | 46,431 CHF |
Spreads Availability Ratio | 98.47% |
Quote Availability | 98.47% |