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Call-Warrant
Symbol:
SGSMJB
ISIN:
CH1321762507
Issuer:
Bank Julius Bär
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
05.02.25
16:45:00 |
|
0.170
|
0.180
|
CHF |
| Volume |
900,000
|
300,000
|
||
Performance
| Closing prev. day | 0.150 | ||||
| Diff. absolute / % | 0.01 | +6.67% | |||
Determined prices
| Last Price | 0.311 | Volume | 200,000 | |
| Time | 17:07:52 | Date | 09/01/2025 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call-Warrant |
| ISIN | CH1321762507 |
| Valor | 132176250 |
| Symbol | SGSMJB |
| Strike | 92.50 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 15.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 12/02/2024 |
| Date of maturity | 20/06/2025 |
| Last trading day | 20/06/2025 |
| Settlement Type | Physical delivery |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Julius Bär |
Key data
| Implied volatility | 0.22% |
| Leverage | 14.61 |
| Delta | 0.42 |
| Gamma | 0.02 |
| Vega | 0.21 |
| Distance to Strike | 4.12 |
| Distance to Strike in % | 4.66% |
market maker quality Date: 04/02/2025
| Average Spread | 6.58% |
| Last Best Bid Price | 0.14 CHF |
| Last Best Ask Price | 0.15 CHF |
| Last Best Bid Volume | 900,000 |
| Last Best Ask Volume | 300,000 |
| Average Buy Volume | 900,729 |
| Average Sell Volume | 300,365 |
| Average Buy Value | 132,581 CHF |
| Average Sell Value | 47,214 CHF |
| Spreads Availability Ratio | 99.16% |
| Quote Availability | 99.16% |
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