Call-Warrant

Symbol: SCZRJB
Underlyings: Swisscom N
ISIN: CH1311823913
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 0.120
Diff. absolute / % 0.00 0.00%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Call-Warrant
ISIN CH1311823913
Valor 131182391
Symbol SCZRJB
Strike 525.00 CHF
Type Warrants
Type Bull
Ratio 100.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 22/12/2023
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

Underlyings

Name Swisscom N
ISIN CH0008742519
Price 509.00 CHF
Date 22/11/24 17:19
Ratio 100.00

Key data

Implied volatility 0.19%
Leverage 16.38
Delta 0.39
Gamma 0.01
Vega 1.10
Distance to Strike 17.00
Distance to Strike in % 3.35%

market maker quality Date: 20/11/2024

Average Spread 7.74%
Last Best Bid Price 0.12 CHF
Last Best Ask Price 0.13 CHF
Last Best Bid Volume 1,000,000
Last Best Ask Volume 500,000
Average Buy Volume 1,000,000
Average Sell Volume 500,000
Average Buy Value 124,517 CHF
Average Sell Value 67,259 CHF
Spreads Availability Ratio 99.17%
Quote Availability 99.17%

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