Login
Call-Warrant
Symbol:
SCYAJB
ISIN:
CH1345888726
Issuer:
Bank Julius Bär
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
06.05.25
14:53:00 |
|
1.340
|
1.350
|
CHF |
| Volume |
450,000
|
150,000
|
||
Performance
| Closing prev. day | 1.320 | ||||
| Diff. absolute / % | 0.01 | +0.76% | |||
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 | CH1345888726 |
| Valor | 134588872 |
| Symbol | SCYAJB |
| Strike | 250.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 40.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 24/04/2024 |
| Date of maturity | 19/12/2025 |
| Last trading day | 19/12/2025 |
| Settlement Type | Physical delivery |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Julius Bär |
Key data
| Intrinsic value | 1.15 |
| Time value | 0.19 |
| Implied volatility | 0.31% |
| Leverage | 4.25 |
| Delta | 0.76 |
| Gamma | 0.00 |
| Vega | 0.70 |
| Distance to Strike | -45.80 |
| Distance to Strike in % | -15.48% |
market maker quality Date: 05/05/2025
| Average Spread | 0.76% |
| Last Best Bid Price | 1.31 CHF |
| Last Best Ask Price | 1.32 CHF |
| Last Best Bid Volume | 450,000 |
| Last Best Ask Volume | 150,000 |
| Average Buy Volume | 450,000 |
| Average Sell Volume | 150,000 |
| Average Buy Value | 589,106 CHF |
| Average Sell Value | 197,869 CHF |
| Spreads Availability Ratio | 99.22% |
| Quote Availability | 99.22% |
Cookie notification
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)