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Call-Warrant
Symbol:
RIEFJB
ISIN:
CH1263886827
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 | 0.680 | ||||
| Diff. absolute / % | -0.01 | -1.47% | |||
Determined prices
| Last Price | 0.610 | Volume | 25,000 | |
| Time | 11:45:21 | Date | 27/03/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call-Warrant |
| ISIN | CH1263886827 |
| Valor | 126388682 |
| Symbol | RIEFJB |
| Strike | 100.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 50.00 |
| 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
| Intrinsic value | 0.60 |
| Time value | 0.07 |
| Implied volatility | 0.53% |
| Leverage | 3.85 |
| Delta | 0.99 |
| Gamma | 0.01 |
| Vega | 0.02 |
| Distance to Strike | -30.20 |
| Distance to Strike in % | -23.20% |
market maker quality Date: 08/05/2024
| Average Spread | 1.48% |
| Last Best Bid Price | 0.68 CHF |
| Last Best Ask Price | 0.69 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 | 100,731 CHF |
| Average Sell Value | 34,077 CHF |
| Spreads Availability Ratio | 99.37% |
| Quote Availability | 99.37% |
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