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Call-Warrant
Symbol:
SGSWJB
ISIN:
CH1308926778
Issuer:
Bank Julius Bär
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
05.02.25
10:28:00 |
|
0.580
|
0.590
|
CHF |
| Volume |
450,000
|
75,000
|
||
Performance
| Closing prev. day | 0.590 | ||||
| Diff. absolute / % | -0.01 | -1.69% | |||
Determined prices
| Last Price | - | Volume | - | |
| Time | - | Date | - |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call-Warrant |
| ISIN | CH1308926778 |
| Valor | 130892677 |
| Symbol | SGSWJB |
| Strike | 80.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 15.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 19/12/2023 |
| Date of maturity | 21/03/2025 |
| Last trading day | 21/03/2025 |
| Settlement Type | Physical delivery |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Julius Bär |
Key data
| Intrinsic value | 0.49 |
| Time value | 0.09 |
| Implied volatility | 0.39% |
| Leverage | 8.01 |
| Delta | 0.80 |
| Gamma | 0.03 |
| Vega | 0.08 |
| Distance to Strike | -7.34 |
| Distance to Strike in % | -8.40% |
market maker quality Date: 03/02/2025
| Average Spread | 1.76% |
| Last Best Bid Price | 0.59 CHF |
| Last Best Ask Price | 0.60 CHF |
| Last Best Bid Volume | 450,000 |
| Last Best Ask Volume | 75,000 |
| Average Buy Volume | 450,000 |
| Average Sell Volume | 75,000 |
| Average Buy Value | 253,650 CHF |
| Average Sell Value | 43,025 CHF |
| Spreads Availability Ratio | 98.21% |
| Quote Availability | 98.21% |
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