Call-Warrant

Symbol: ROYOJB
Underlyings: Zur Rose Group AG
ISIN: CH1219341810
Issuer:
Bank Julius Bär
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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 0.540
Diff. absolute / % -0.12 -18.18%

Determined prices

Last Price 0.510 Volume 5,000
Time 10:32:01 Date 28/11/2022

More Product Information

Core Data

Name Call-Warrant
ISIN CH1219341810
Valor 121934181
Symbol ROYOJB
Strike 25.00 CHF
Type Warrants
Type Bull
Ratio 15.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 24/10/2022
Date of maturity 16/06/2023
Last trading day 16/06/2023
Settlement Type Physical delivery
IRS 871m Not applicable
Currency safeguarded No
Pricing Dirty
Issuer Bank Julius Bär

Underlyings

Name Zur Rose Group AG
ISIN CH0042615283
Price 24.52 CHF
Date 28/11/22 17:30
Ratio 15.00

Key data

Implied volatility 1.11%
Leverage 2.15
Delta 0.67
Gamma 0.02
Vega 0.07
Distance to Strike 0.30
Distance to Strike in % 1.21%

market maker quality Date: 25/11/2022

Average Spread 1.73%
Last Best Bid Price 0.54 CHF
Last Best Ask Price 0.55 CHF
Last Best Bid Volume 225,000
Last Best Ask Volume 75,000
Average Buy Volume 225,000
Average Sell Volume 74,964
Average Buy Value 129,195 CHF
Average Sell Value 43,794 CHF
Spreads Availability Ratio 100.00%
Quote Availability 100.00%

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