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Call-Warrant
Symbol:
SIEPJB
ISIN:
CH1263880093
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 | 0.230 | ||||
| Diff. absolute / % | -0.02 | -8.70% | |||
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 | CH1263880093 |
| Valor | 126388009 |
| Symbol | SIEPJB |
| Strike | 180.00 EUR |
| Type | Warrants |
| Type | Bull |
| Ratio | 40.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 23/05/2023 |
| Date of maturity | 20/09/2024 |
| Last trading day | 20/09/2024 |
| Settlement Type | Physical delivery |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Julius Bär |
Underlyings
| Name | Siemens AG |
| ISIN | DE0007236101 |
| Price |
181.62 EUR
|
| Date | 16/07/24 22:23 |
| Ratio | 40.00 |
Key data
| Intrinsic value | 0.03 |
| Time value | 0.19 |
| Implied volatility | 0.28% |
| Leverage | 11.40 |
| Delta | 0.55 |
| Gamma | 0.02 |
| Vega | 0.30 |
| Distance to Strike | -1.04 |
| Distance to Strike in % | -0.57% |
market maker quality Date: 15/07/2024
| Average Spread | 4.27% |
| Last Best Bid Price | 0.22 CHF |
| Last Best Ask Price | 0.23 CHF |
| Last Best Bid Volume | 600,000 |
| Last Best Ask Volume | 200,000 |
| Average Buy Volume | 600,000 |
| Average Sell Volume | 200,000 |
| Average Buy Value | 137,709 CHF |
| Average Sell Value | 47,903 CHF |
| Spreads Availability Ratio | 98.91% |
| Quote Availability | 98.91% |
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