Call-Warrant

Symbol: SLZHJB
Underlyings: Swiss Life Hldg. N
ISIN: CH1242798770
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 1.550
Diff. absolute / % 0.05 +3.33%

Determined prices

Last Price 1.370 Volume 2,000
Time 13:25:35 Date 28/10/2024

More Product Information

Core Data

Name Call-Warrant
ISIN CH1242798770
Valor 124279877
Symbol SLZHJB
Strike 575.00 CHF
Type Warrants
Type Bull
Ratio 100.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 02/03/2023
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

Underlyings

Name Swiss Life Hldg. N
ISIN CH0014852781
Price 733.60 CHF
Date 22/11/24 17:30
Ratio 100.00

Key data

Intrinsic value 1.57
Time value 0.02
Implied volatility 0.63%
Leverage 4.61
Delta 1.00
Distance to Strike -157.20
Distance to Strike in % -21.47%

market maker quality Date: 20/11/2024

Average Spread 0.65%
Last Best Bid Price 1.50 CHF
Last Best Ask Price 1.51 CHF
Last Best Bid Volume 600,000
Last Best Ask Volume 200,000
Average Buy Volume 600,000
Average Sell Volume 200,000
Average Buy Value 919,067 CHF
Average Sell Value 308,356 CHF
Spreads Availability Ratio 99.37%
Quote Availability 99.37%

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