Login
Call-Warrant
Symbol:
SPSGJB
ISIN:
CH1337634252
Issuer:
Bank Julius Bär
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 | 0.200 | ||||
| Diff. absolute / % | -0.02 | -10.00% | |||
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 | CH1337634252 |
| Valor | 133763425 |
| Symbol | SPSGJB |
| Strike | 85.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 20.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 09/04/2024 |
| Date of maturity | 16/08/2024 |
| Last trading day | 16/08/2024 |
| Settlement Type | Physical delivery |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Julius Bär |
Key data
| Intrinsic value | 0.15 |
| Time value | 0.03 |
| Implied volatility | 0.20% |
| Leverage | 21.12 |
| Delta | 0.86 |
| Gamma | 0.08 |
| Vega | 0.06 |
| Distance to Strike | -3.00 |
| Distance to Strike in % | -3.41% |
market maker quality Date: 15/07/2024
| Average Spread | 5.00% |
| Last Best Bid Price | 0.19 CHF |
| Last Best Ask Price | 0.20 CHF |
| Last Best Bid Volume | 800,000 |
| Last Best Ask Volume | 75,000 |
| Average Buy Volume | 800,000 |
| Average Sell Volume | 75,000 |
| Average Buy Value | 156,463 CHF |
| Average Sell Value | 15,418 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.
Your Bookmarks (0)