Call-Warrant

Symbol: STZRJB
Underlyings: Straumann Hldg. AG
ISIN: CH1263889094
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 0.020
Diff. absolute / % 0.00 0.00%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Call-Warrant
ISIN CH1263889094
Valor 126388909
Symbol STZRJB
Strike 132.00 CHF
Type Warrants
Type Bull
Ratio 25.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 12/06/2023
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

Underlyings

Name Straumann Hldg. AG
ISIN CH1175448666
Price 111.50 CHF
Date 22/11/24 17:30
Ratio 25.00

Key data

Implied volatility 0.43%
Leverage 29.14
Delta 0.07
Gamma 0.01
Vega 0.04
Distance to Strike 20.70
Distance to Strike in % 18.60%

market maker quality Date: 20/11/2024

Average Spread 66.67%
Last Best Bid Price 0.01 CHF
Last Best Ask Price 0.02 CHF
Last Best Bid Volume 900,000
Last Best Ask Volume 300,000
Average Buy Volume 900,000
Average Sell Volume 300,000
Average Buy Value 9,000 CHF
Average Sell Value 6,000 CHF
Spreads Availability Ratio 99.17%
Quote Availability 99.17%

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