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Call-Warrant
Symbol:
ROUVJB
ISIN:
CH1242791254
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 | 1.870 | ||||
| Diff. absolute / % | 0.04 | +2.19% | |||
Determined prices
| Last Price | 2.540 | Volume | 900 | |
| Time | 09:33:58 | Date | 08/04/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call-Warrant |
| ISIN | CH1242791254 |
| Valor | 124279125 |
| Symbol | ROUVJB |
| Strike | 55.00 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 | 1.81 |
| Time value | 0.03 |
| Implied volatility | 0.72% |
| Leverage | 2.89 |
| Delta | 0.97 |
| Gamma | 0.00 |
| Vega | 0.02 |
| Distance to Strike | -27.15 |
| Distance to Strike in % | -33.05% |
market maker quality Date: 02/05/2024
| Average Spread | 0.55% |
| Last Best Bid Price | 1.82 CHF |
| Last Best Ask Price | 1.83 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 | 272,793 CHF |
| Average Sell Value | 91,431 CHF |
| Spreads Availability Ratio | 99.36% |
| Quote Availability | 99.36% |
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