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Call-Warrant
Symbol:
RORBJB
ISIN:
CH1249396008
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 | 0.280 | ||||
| Diff. absolute / % | 0.03 | +12.00% | |||
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 | CH1249396008 |
| Valor | 124939600 |
| Symbol | RORBJB |
| Strike | 33.00 EUR |
| Type | Warrants |
| Type | Bull |
| Ratio | 8.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 22/03/2023 |
| Date of maturity | 20/09/2024 |
| Last trading day | 20/09/2024 |
| 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 |
34.27 EUR
|
| Date | 11/05/24 13:03 |
| Ratio | 8.00 |
Key data
| Intrinsic value | 0.12 |
| Time value | 0.16 |
| Implied volatility | 0.21% |
| Leverage | 10.82 |
| Delta | 0.71 |
| Gamma | 0.15 |
| Vega | 0.07 |
| Distance to Strike | -0.96 |
| Distance to Strike in % | -2.83% |
market maker quality Date: 08/05/2024
| Average Spread | 4.19% |
| Last Best Bid Price | 0.24 CHF |
| Last Best Ask Price | 0.25 CHF |
| Last Best Bid Volume | 600,000 |
| Last Best Ask Volume | 200,000 |
| Average Buy Volume | 616,920 |
| Average Sell Volume | 205,640 |
| Average Buy Value | 144,067 CHF |
| Average Sell Value | 50,079 CHF |
| Spreads Availability Ratio | 99.58% |
| Quote Availability | 99.58% |
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