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Call-Warrant
Symbol:
SFSZJB
ISIN:
CH1332111736
Issuer:
Bank Julius Bär
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
22.11.24
12:25:00 |
|
0.130
|
0.140
|
CHF |
| Volume |
600,000
|
200,000
|
||
Performance
| Closing prev. day | 0.140 | ||||
| Diff. absolute / % | 0.00 | 0.00% | |||
Determined prices
| Last Price | 0.170 | Volume | 10,000 | |
| Time | 15:47:13 | Date | 24/10/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call-Warrant |
| ISIN | CH1332111736 |
| Valor | 133211173 |
| Symbol | SFSZJB |
| Strike | 130.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 35.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 27/03/2024 |
| 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
| Implied volatility | 0.27% |
| Leverage | 6.24 |
| Delta | 0.23 |
| Gamma | 0.03 |
| Vega | 0.21 |
| Distance to Strike | 6.40 |
| Distance to Strike in % | 5.18% |
market maker quality Date: 20/11/2024
| Average Spread | 6.55% |
| Last Best Bid Price | 0.14 CHF |
| Last Best Ask Price | 0.15 CHF |
| Last Best Bid Volume | 600,000 |
| Last Best Ask Volume | 200,000 |
| Average Buy Volume | 526,000 |
| Average Sell Volume | 175,333 |
| Average Buy Value | 77,485 CHF |
| Average Sell Value | 27,582 CHF |
| Spreads Availability Ratio | 99.38% |
| Quote Availability | 99.38% |
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