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Call-Warrant
Symbol:
ROURJB
ISIN:
CH1242791247
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 | 1.570 | ||||
| Diff. absolute / % | 0.03 | +1.96% | |||
Determined prices
| Last Price | 1.610 | Volume | 1,000 | |
| Time | 13:33:14 | Date | 18/04/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call-Warrant |
| ISIN | CH1242791247 |
| Valor | 124279124 |
| Symbol | ROURJB |
| Strike | 60.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 15.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 06/02/2023 |
| 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 | 1.48 |
| Time value | 0.06 |
| Implied volatility | 0.71% |
| Leverage | 3.32 |
| Delta | 0.93 |
| Gamma | 0.01 |
| Vega | 0.04 |
| Distance to Strike | -22.15 |
| Distance to Strike in % | -26.96% |
market maker quality Date: 02/05/2024
| Average Spread | 0.66% |
| Last Best Bid Price | 1.52 CHF |
| Last Best Ask Price | 1.53 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 | 227,827 CHF |
| Average Sell Value | 76,442 CHF |
| Spreads Availability Ratio | 99.36% |
| Quote Availability | 99.36% |
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