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Call-Warrant
Symbol:
SGZOJB
ISIN:
CH1345894633
Issuer:
Bank Julius Bär
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
05.02.25
14:31:00 |
|
0.830
|
0.840
|
CHF |
| Volume |
450,000
|
60,000
|
||
Performance
| Closing prev. day | 0.780 | ||||
| Diff. absolute / % | -0.01 | -1.15% | |||
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 | CH1345894633 |
| Valor | 134589463 |
| Symbol | SGZOJB |
| Strike | 77.50 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 15.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 03/05/2024 |
| 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 | 0.72 |
| Time value | 0.10 |
| Implied volatility | 0.23% |
| Leverage | 4.98 |
| Delta | 0.69 |
| Gamma | 0.01 |
| Vega | 0.27 |
| Distance to Strike | -10.76 |
| Distance to Strike in % | -12.19% |
market maker quality Date: 04/02/2025
| Average Spread | 1.28% |
| Last Best Bid Price | 0.77 CHF |
| Last Best Ask Price | 0.78 CHF |
| Last Best Bid Volume | 450,000 |
| Last Best Ask Volume | 60,000 |
| Average Buy Volume | 450,000 |
| Average Sell Volume | 60,000 |
| Average Buy Value | 348,026 CHF |
| Average Sell Value | 47,004 CHF |
| Spreads Availability Ratio | 99.16% |
| Quote Availability | 99.16% |
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