Call-Warrant

Symbol: SFSZJB
Underlyings: SFS Group AG
ISIN: CH1332111736
Issuer:
Bank Julius Bär
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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 0.140
Diff. absolute / % -0.01 -6.67%

Determined prices

Last Price 0.170 Volume 10,000
Time 15:47:13 Date 24/10/2024

More Product Information

Core Data

Name Call-Warrant
ISIN CH1332111736
Valor 133211173
Symbol SFSZJB
Strike 130.00 CHF
Type Warrants
Type Bull
Ratio 35.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 27/03/2024
Date of maturity 21/03/2025
Last trading day 21/03/2025
Settlement Type Physical delivery
IRS 871m Not applicable
Currency safeguarded No
Pricing Dirty
Issuer Bank Julius Bär

Underlyings

Name SFS Group AG
ISIN CH0239229302
Price 124.6000 CHF
Date 22/11/24 17:30
Ratio 35.00

Key data

Implied volatility 0.28%
Leverage 6.50
Delta 0.27
Gamma 0.04
Vega 0.24
Distance to Strike 5.20
Distance to Strike in % 4.17%

market maker quality Date: 20/11/2024

Average Spread 6.55%
Last Best Bid Price 0.14 CHF
Last Best Ask Price 0.15 CHF
Last Best Bid Volume 600,000
Last Best Ask Volume 200,000
Average Buy Volume 526,000
Average Sell Volume 175,333
Average Buy Value 77,485 CHF
Average Sell Value 27,582 CHF
Spreads Availability Ratio 99.38%
Quote Availability 99.38%

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