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SIX Swiss Exchange, Structured Products
Valuation CHF 1.06
20.09.19 17:15:00
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Bid ---
20.09.19 16:57:54
Ask ---
20.09.19 16:57:54
Bid Vol. 1,000,000
Ask Vol. 400,000
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Value 49'448'837
ISIN CH0494488379
Type Derivative
Maturity 18.09.2020
Termsheet
 
New order
Buy
Quantity
Sell Order creation
Detailed product info
Underlying
Zurich Insurance Group AG
Category
Leverage Products
Name
Warrant
Name
Call-Warrant
Style
A
Strike price
345.00
Underlying Strike Price 1
345.00
Strike currency
CHF
Maturity date
18.09.2020
Ratio
40.00
Subtyp
Call
Issuer
Bank Julius Bńr
Termsheet
 
Premium
2.02%
Premium PA
2.03%
Break even
388.20
Gearing
8.81
Leverage (%)
6.79%
Intrinsic value
Delta
0.77
Days to maturity
363
Spread (%)
1.87%
Spread average in (%)
1.54%
° Turnover CHF
0.00
Gamma
0.01
Rho
1.03
Vega
0.99
Theta 1 day
-0.01
Theta 7 days
-0.07
Listing date
20.08.2019
Exercise date
19.08.2019
Last trading date
18.09.2020
Management fees
Spread
Bid Size °
Ask Size °
Redemption Max
ImplVola Bid
18.68
ImplVola Ask
19.35
Underlying asset class
Stock
Underlying type
Single
Underlying sector
8500
Underlying
Name Zurich Insur Gr N (ZURN)
Last CHF 379.90
20.09.19 17:31:47
Change -1.50 (-0.39%)
Volume 1,065,917
Close 31 Dec CHF ---
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Info
Name: SIX Swiss Exchange, Structured Products
Domicile: CH
URL: www.six-structured-products.com
Exchange code: 880
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