Call-Warrant

Symbol: SFYAJB
Underlyings: SFS Group AG
ISIN: CH1272331583
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 0.070
Diff. absolute / % -0.01 -12.50%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Call-Warrant
ISIN CH1272331583
Valor 127233158
Symbol SFYAJB
Strike 125.00 CHF
Type Warrants
Type Bull
Ratio 40.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 22/06/2023
Date of maturity 20/12/2024
Last trading day 20/12/2024
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 40.00

Key data

Implied volatility 0.27%
Leverage 18.63
Delta 0.48
Gamma 0.09
Vega 0.14
Distance to Strike 0.20
Distance to Strike in % 0.16%

market maker quality Date: 20/11/2024

Average Spread 11.64%
Last Best Bid Price 0.07 CHF
Last Best Ask Price 0.08 CHF
Last Best Bid Volume 600,000
Last Best Ask Volume 200,000
Average Buy Volume 504,444
Average Sell Volume 168,148
Average Buy Value 40,730 CHF
Average Sell Value 15,258 CHF
Spreads Availability Ratio 99.38%
Quote Availability 99.38%

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