Call-Warrant

Symbol: SCMMJB
Underlyings: Swisscom N
ISIN: CH1276779985
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 CH1276779985
Valor 127677998
Symbol SCMMJB
Strike 555.00 CHF
Type Warrants
Type Bull
Ratio 100.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 25/07/2023
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 Swisscom N
ISIN CH0008742519
Price 509.50 CHF
Date 22/11/24 17:30
Ratio 100.00

Key data

Implied volatility 0.26%
Leverage 35.94
Delta 0.07
Gamma 0.00
Vega 0.19
Distance to Strike 47.00
Distance to Strike in % 9.25%

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 1,000,000
Last Best Ask Volume 600,000
Average Buy Volume 1,000,000
Average Sell Volume 600,000
Average Buy Value 10,000 CHF
Average Sell Value 12,000 CHF
Spreads Availability Ratio 99.17%
Quote Availability 99.17%

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