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Call-Warrant
Symbol:
BCZCJB
ISIN:
CH1272331658
Issuer:
Bank Julius Bär
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
21.05.24
11:27:00 |
|
0.520
|
0.530
|
CHF |
| Volume |
750,000
|
250,000
|
||
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 | CH1272331658 |
| Valor | 127233165 |
| Symbol | BCZCJB |
| Strike | 550.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 200.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 22/06/2023 |
| Date of maturity | 20/12/2024 |
| Last trading day | 20/12/2024 |
| Settlement Type | Physical delivery |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Julius Bär |
Key data
| Intrinsic value | 0.39 |
| Time value | 0.14 |
| Implied volatility | 0.33% |
| Leverage | 5.13 |
| Delta | 0.85 |
| Gamma | 0.00 |
| Vega | 1.08 |
| Distance to Strike | -77.00 |
| Distance to Strike in % | -12.28% |
market maker quality Date: 17/05/2024
| Average Spread | 1.89% |
| Last Best Bid Price | 0.53 CHF |
| Last Best Ask Price | 0.54 CHF |
| Last Best Bid Volume | 750,000 |
| Last Best Ask Volume | 250,000 |
| Average Buy Volume | 750,000 |
| Average Sell Volume | 250,000 |
| Average Buy Value | 393,855 CHF |
| Average Sell Value | 133,785 CHF |
| Spreads Availability Ratio | 99.36% |
| Quote Availability | 99.36% |
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