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Call-Warrant
Symbol:
CFRVJB
ISIN:
CH1225608608
Issuer:
Bank Julius Bär
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 | 0.270 | ||||
| Diff. absolute / % | 0.05 | +22.73% | |||
Determined prices
| Last Price | 0.360 | Volume | 20,000 | |
| Time | 15:44:26 | Date | 01/02/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call-Warrant |
| ISIN | CH1225608608 |
| Valor | 122560860 |
| Symbol | CFRVJB |
| Strike | 128.8715 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 29.74 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 05/01/2023 |
| Date of maturity | 21/06/2024 |
| Last trading day | 21/06/2024 |
| Settlement Type | Physical delivery |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Julius Bär |
Key data
| Intrinsic value | 0.09 |
| Time value | 0.18 |
| Implied volatility | 0.37% |
| Leverage | 9.93 |
| Delta | 0.61 |
| Gamma | 0.03 |
| Vega | 0.18 |
| Distance to Strike | -2.63 |
| Distance to Strike in % | -2.00% |
market maker quality Date: 02/05/2024
| Average Spread | 4.40% |
| Last Best Bid Price | 0.21 CHF |
| Last Best Ask Price | 0.22 CHF |
| Last Best Bid Volume | 1,000,000 |
| Last Best Ask Volume | 400,000 |
| Average Buy Volume | 1,000,000 |
| Average Sell Volume | 400,000 |
| Average Buy Value | 223,040 CHF |
| Average Sell Value | 93,216 CHF |
| Spreads Availability Ratio | 99.24% |
| Quote Availability | 99.24% |
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