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Call-Warrant
Symbol:
STZYJB
ISIN:
CH1263889128
Issuer:
Bank Julius Bär
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
16.07.24
12:07:00 |
|
0.150
|
0.160
|
CHF |
| Volume |
750,000
|
250,000
|
||
Performance
| Closing prev. day | 0.180 | ||||
| Diff. absolute / % | -0.03 | -16.67% | |||
Determined prices
| Last Price | 0.110 | Volume | 3,400 | |
| Time | 12:35:10 | Date | 25/06/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call-Warrant |
| ISIN | CH1263889128 |
| Valor | 126388912 |
| Symbol | STZYJB |
| Strike | 125.00 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 | 20/09/2024 |
| Last trading day | 20/09/2024 |
| Settlement Type | Physical delivery |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Julius Bär |
Key data
| Implied volatility | 0.40% |
| Leverage | 6.87 |
| Delta | 0.22 |
| Gamma | 0.02 |
| Vega | 0.15 |
| Distance to Strike | 10.40 |
| Distance to Strike in % | 9.08% |
market maker quality Date: 15/07/2024
| Average Spread | 5.29% |
| Last Best Bid Price | 0.17 CHF |
| Last Best Ask Price | 0.18 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 | 110,652 CHF |
| Average Sell Value | 38,884 CHF |
| Spreads Availability Ratio | 99.17% |
| Quote Availability | 99.17% |
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