SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 1.070 | ||||
Diff. absolute / % | -0.02 | -1.85% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1298676938 |
Valor | 129867693 |
Symbol | RIZBJB |
Strike | 80.00 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 | 20/09/2024 |
Last trading day | 20/09/2024 |
Settlement Type | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Intrinsic value | 1.04 |
Time value | 0.02 |
Implied volatility | 0.65% |
Leverage | 2.49 |
Delta | 1.00 |
Distance to Strike | -52.20 |
Distance to Strike in % | -39.49% |
Average Spread | 0.93% |
Last Best Bid Price | 1.08 CHF |
Last Best Ask Price | 1.09 CHF |
Last Best Bid Volume | 75,000 |
Last Best Ask Volume | 25,000 |
Average Buy Volume | 75,000 |
Average Sell Volume | 25,000 |
Average Buy Value | 80,606 CHF |
Average Sell Value | 27,119 CHF |
Spreads Availability Ratio | 98.48% |
Quote Availability | 98.48% |