Call-Warrant

Symbol: SDZAJB
Underlyings: Sandoz Group AG
ISIN: CH1294276170
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 1.850
Diff. absolute / % 0.00 0.00%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Call-Warrant
ISIN CH1294276170
Valor 129427617
Symbol SDZAJB
Strike 25.00 CHF
Type Warrants
Type Bull
Ratio 8.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 05/10/2023
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 Sandoz Group AG
ISIN CH1243598427
Price 40.60 CHF
Date 22/11/24 17:30
Ratio 8.00

Key data

Implied volatility 0.86%
Leverage 2.63
Delta 1.00
Distance to Strike -15.37
Distance to Strike in % -38.07%

market maker quality Date: 20/11/2024

Average Spread 0.53%
Last Best Bid Price 1.85 CHF
Last Best Ask Price 1.86 CHF
Last Best Bid Volume 225,000
Last Best Ask Volume 50,000
Average Buy Volume 225,000
Average Sell Volume 50,000
Average Buy Value 426,977 CHF
Average Sell Value 95,384 CHF
Spreads Availability Ratio 99.38%
Quote Availability 99.38%

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