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Call-Warrant
Symbol:
LISGJB
ISIN:
CH1240053699
Issuer:
Bank Julius Bär
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
27.05.24
11:24:00 |
|
0.310
|
0.320
|
CHF |
| Volume |
750,000
|
250,000
|
||
Performance
| Closing prev. day | 0.340 | ||||
| Diff. absolute / % | -0.03 | -8.82% | |||
Determined prices
| Last Price | 0.430 | Volume | 150,000 | |
| Time | 09:54:24 | Date | 05/03/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call-Warrant |
| ISIN | CH1240053699 |
| Valor | 124005369 |
| Symbol | LISGJB |
| Strike | 9,750.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 3,000.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 05/01/2023 |
| Date of maturity | 21/06/2024 |
| Last trading day | 21/06/2024 |
| Settlement Type | Physical delivery |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Julius Bär |
Key data
| Intrinsic value | 0.30 |
| Time value | 0.02 |
| Implied volatility | 0.34% |
| Leverage | 10.63 |
| Delta | 0.96 |
| Gamma | 0.00 |
| Vega | 2.50 |
| Distance to Strike | -930.00 |
| Distance to Strike in % | -8.71% |
market maker quality Date: 24/05/2024
| Average Spread | 3.14% |
| Last Best Bid Price | 0.33 CHF |
| Last Best Ask Price | 0.34 CHF |
| Last Best Bid Volume | 750,000 |
| Last Best Ask Volume | 250,000 |
| Average Buy Volume | 750,000 |
| Average Sell Volume | 250,000 |
| Average Buy Value | 235,623 CHF |
| Average Sell Value | 81,041 CHF |
| Spreads Availability Ratio | 99.34% |
| Quote Availability | 99.34% |
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