Symbol: ROSKJB
Underlyings: Zur Rose Group AG
ISIN: CH0591043598
Bank Julius Bär



SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Please note that data is only available after start of trading.


Closing prev. day 0.010
Diff. absolute / % 0.00 0.00%

Determined prices

Last Price 0.010 Volume 250,000
Time 09:54:02 Date 20/01/2022

More Product Information

Core Data

Name Call-Warrant
ISIN CH0591043598
Valor 59104359
Strike 350.00 CHF
Type Warrants
Type Bull
Ratio 100.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 14/01/2021
Date of maturity 18/03/2022
Last trading day 18/03/2022
Settlement Type Physical delivery
IRS 871m Not applicable
Currency safeguarded No
Pricing Dirty
Issuer Bank Julius Bär


Name Zur Rose Group AG
ISIN CH0042615283
Price 195.40 CHF
Date 26/01/22 17:30
Ratio 100.00

Key data

Implied volatility 0.90%
Leverage 21.39
Delta 0.01
Gamma 0.00
Vega 0.02
Distance to Strike -161.60
Distance to Strike in % -85.77%

market maker quality Date: 25/01/2022

Average Spread 166.67%
Last Best Bid Price 0.00 CHF
Last Best Ask Price 0.01 CHF
Last Best Bid Volume 250,000
Last Best Ask Volume 250,000
Average Buy Volume 250,000
Average Sell Volume 250,000
Average Buy Value 250 CHF
Average Sell Value 2,750 CHF
Spreads Availability Ratio 99.81%
Quote Availability 99.81%

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