Call-Warrant

Symbol: SCYCJB
Underlyings: Swisscom N
ISIN: CH1311823947
Issuer:
Bank Julius Bär
Trade

Chart

    
    

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 0.130
Diff. absolute / % 0.00 0.00%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Call-Warrant
ISIN CH1311823947
Valor 131182394
Symbol SCYCJB
Strike 500.00 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 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

Intrinsic value 0.08
Time value 0.05
Implied volatility 0.19%
Leverage 23.47
Delta 0.60
Gamma 0.01
Vega 0.54
Distance to Strike -8.00
Distance to Strike in % -1.57%

market maker quality Date: 20/11/2024

Average Spread 6.55%
Last Best Bid Price 0.13 CHF
Last Best Ask Price 0.14 CHF
Last Best Bid Volume 900,000
Last Best Ask Volume 300,000
Average Buy Volume 900,000
Average Sell Volume 300,000
Average Buy Value 133,428 CHF
Average Sell Value 47,476 CHF
Spreads Availability Ratio 99.17%
Quote Availability 99.17%

Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.