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Call-Warrant
Symbol:
ROXXJB
ISIN:
CH1242075047
Issuer:
Bank Julius Bär
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
13.05.24
15:13:00 |
|
0.300
|
0.310
|
CHF |
| Volume |
450,000
|
150,000
|
||
Performance
| Closing prev. day | 0.290 | ||||
| Diff. absolute / % | 0.01 | +3.45% | |||
Determined prices
| Last Price | - | Volume | - | |
| Time | - | Date | - |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call-Warrant |
| ISIN | CH1242075047 |
| Valor | 124207504 |
| Symbol | ROXXJB |
| Strike | 32.00 EUR |
| Type | Warrants |
| Type | Bull |
| Ratio | 8.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 10/01/2023 |
| 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 |
Underlyings
| Name | Royal Dutch Shell Plc. (AMS) |
| Price |
34.3825 EUR
|
| Date | 13/05/24 15:28 |
| Ratio | 8.00 |
Key data
| Implied volatility | 0.08% |
| Leverage | 14.07 |
| Delta | 0.98 |
| Gamma | 0.03 |
| Vega | 0.00 |
| Distance to Strike | -2.40 |
| Distance to Strike in % | -6.99% |
market maker quality Date: 10/05/2024
| Average Spread | 3.37% |
| Last Best Bid Price | 0.29 CHF |
| Last Best Ask Price | 0.30 CHF |
| Last Best Bid Volume | 450,000 |
| Last Best Ask Volume | 150,000 |
| Average Buy Volume | 450,000 |
| Average Sell Volume | 150,000 |
| Average Buy Value | 131,280 CHF |
| Average Sell Value | 45,260 CHF |
| Spreads Availability Ratio | 99.58% |
| Quote Availability | 99.58% |
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