Call-Warrant

Symbol: SIGZJB
Underlyings: SIG Combibloc
ISIN: CH1298675898
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 0.110 Volume 70,000
Time 16:48:08 Date 28/10/2024

More Product Information

Core Data

Name Call-Warrant
ISIN CH1298675898
Valor 129867589
Symbol SIGZJB
Strike 20.00 CHF
Type Warrants
Type Bull
Ratio 7.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 25/10/2023
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 SIG Combibloc
ISIN CH0435377954
Price 17.6300 CHF
Date 22/11/24 17:30
Ratio 7.00

Key data

Implied volatility 0.43%
Leverage 17.06
Delta 0.07
Gamma 0.09
Vega 0.01
Distance to Strike 2.49
Distance to Strike in % 14.22%

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 750,000
Last Best Ask Volume 250,000
Average Buy Volume 750,000
Average Sell Volume 250,000
Average Buy Value 7,500 CHF
Average Sell Value 5,000 CHF
Spreads Availability Ratio 99.17%
Quote Availability 99.17%

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