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Call-Warrant
Symbol:
NFZGJB
ISIN:
CH1263881158
Issuer:
Bank Julius Bär
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
29.04.24
15:45:00 |
|
0.530
|
0.540
|
CHF |
| Volume |
600,000
|
200,000
|
||
Performance
| Closing prev. day | 0.540 | ||||
| Diff. absolute / % | -0.01 | -1.85% | |||
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 | CH1263881158 |
| Valor | 126388115 |
| Symbol | NFZGJB |
| Strike | 500.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 150.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 26/05/2023 |
| Date of maturity | 20/09/2024 |
| Last trading day | 20/09/2024 |
| Settlement Type | Cash payout |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Julius Bär |
Underlyings
| Name | Netflix Inc. |
| ISIN | US64110L1061 |
| Price |
520.70 EUR
|
| Date | 29/04/24 16:01 |
| Ratio | 150.00 |
Key data
| Intrinsic value | 0.41 |
| Time value | 0.14 |
| Implied volatility | 0.29% |
| Leverage | 4.96 |
| Delta | 0.73 |
| Gamma | 0.00 |
| Vega | 1.17 |
| Distance to Strike | -61.08 |
| Distance to Strike in % | -10.89% |
market maker quality Date: 26/04/2024
| Average Spread | 1.77% |
| Last Best Bid Price | 0.53 CHF |
| Last Best Ask Price | 0.54 CHF |
| Last Best Bid Volume | 600,000 |
| Last Best Ask Volume | 200,000 |
| Average Buy Volume | 600,000 |
| Average Sell Volume | 200,000 |
| Average Buy Value | 336,401 CHF |
| Average Sell Value | 114,134 CHF |
| Spreads Availability Ratio | 99.39% |
| Quote Availability | 99.39% |
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