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Call-Warrant
Symbol:
LIZBJB
ISIN:
CH1263886751
Issuer:
Bank Julius Bär
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
08.05.24
08:22:00 |
|
0.090
|
0.100
|
CHF |
| Volume |
1.00 m.
|
250,000
|
||
Performance
| Closing prev. day | 0.080 | ||||
| Diff. absolute / % | 0.00 | 0.00% | |||
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 | CH1263886751 |
| Valor | 126388675 |
| Symbol | LIZBJB |
| Strike | 11,500.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 3,000.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 08/06/2023 |
| 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 |
Key data
| Implied volatility | 0.22% |
| Leverage | 13.42 |
| Delta | 0.27 |
| Gamma | 0.00 |
| Vega | 21.17 |
| Distance to Strike | 920.00 |
| Distance to Strike in % | 8.70% |
market maker quality Date: 07/05/2024
| Average Spread | 12.44% |
| Last Best Bid Price | 0.07 CHF |
| Last Best Ask Price | 0.08 CHF |
| Last Best Bid Volume | 1,000,000 |
| Last Best Ask Volume | 250,000 |
| Average Buy Volume | 1,000,000 |
| Average Sell Volume | 250,000 |
| Average Buy Value | 75,698 CHF |
| Average Sell Value | 21,425 CHF |
| Spreads Availability Ratio | 94.72% |
| Quote Availability | 94.72% |
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