Call-Warrant

Symbol: SWOAJB
Underlyings: SoftwareONE Hldg.
ISIN: CH1327235995
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 0.060
Diff. absolute / % 0.01 +20.00%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Call-Warrant
ISIN CH1327235995
Valor 132723599
Symbol SWOAJB
Strike 17.00 CHF
Type Warrants
Type Bull
Ratio 7.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 08/03/2024
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 SoftwareONE Hldg.
ISIN CH0496451508
Price 8.15 CHF
Date 22/11/24 17:30
Ratio 7.00

Key data

Implied volatility 1.11%
Leverage 12.69
Delta 0.55
Gamma 0.04
Vega 0.02
Distance to Strike 8.90
Distance to Strike in % 109.88%

market maker quality Date: 20/11/2024

Average Spread 22.11%
Last Best Bid Price 0.05 CHF
Last Best Ask Price 0.06 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 18,128 CHF
Average Sell Value 7,543 CHF
Spreads Availability Ratio 99.37%
Quote Availability 99.37%

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