Call-Warrant

Symbol: SCZGJB
Underlyings: Schindler PS
ISIN: CH1332111280
Issuer:
Bank Julius Bär
Trade

Chart

    
    

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 0.590
Diff. absolute / % 0.00 0.00%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Call-Warrant
ISIN CH1332111280
Valor 133211128
Symbol SCZGJB
Strike 240.00 CHF
Type Warrants
Type Bull
Ratio 40.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 26/03/2024
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

Underlyings

Name Schindler PS
ISIN CH0024638196
Price 254.6000 CHF
Date 22/11/24 17:30
Ratio 40.00

Key data

Intrinsic value 0.37
Time value 0.22
Implied volatility 0.22%
Leverage 7.56
Delta 0.70
Gamma 0.01
Vega 0.66
Distance to Strike -14.80
Distance to Strike in % -5.81%

market maker quality Date: 20/11/2024

Average Spread 1.70%
Last Best Bid Price 0.54 CHF
Last Best Ask Price 0.55 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 262,355 CHF
Average Sell Value 88,952 CHF
Spreads Availability Ratio 99.38%
Quote Availability 99.38%

Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.