Call-Warrant

Symbol: ROGDJB
Underlyings: Roche AG
ISIN: CH0519701517
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 0.001
Diff. absolute / % 0.00 0.00%

Determined prices

Last Price 0.040 Volume 15,000
Time 11:38:12 Date 25/01/2021

More Product Information

Core Data

Name Call-Warrant
ISIN CH0519701517
Valor 51970151
Symbol ROGDJB
Strike 350.00 CHF
Type Warrants
Type Bull
Ratio 50.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First listing date 22/01/2020
Date of maturity 19/03/2021
Last trading day 19/03/2021
Settlement Type Keine Angabe
IRS 871m Not available
Currency safeguarded No
Pricing Keine Angabe
Issuer Bank Julius Bär

Underlyings

Name Roche AG
ISIN CH0012032048
Price 322.00 CHF
Date 25/01/21 17:19
Ratio 50.00

Key data

Break-even point 364.00 CHF
Implied volatility 0.21%
Leverage 7.94
Delta 0.04
Gamma 0.01
Vega 0.10
Distance to Strike -26.25
Distance to Strike in % -8.11%

market maker quality Date: 22/01/2021

Average Spread 28.91%
Last Best Bid Price 0.02 CHF
Last Best Ask Price 0.03 CHF
Last Best Bid Volume 750,000
Last Best Ask Volume 750,000
Average Buy Volume 750,000
Average Sell Volume 750,000
Average Buy Value 22,276 CHF
Average Sell Value 29,776 CHF
Spreads Availability Ratio 100.00%
Quote Availability 100.00%

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