Symbol: SLHFJB
Underlyings: Swiss Life Hldg. N
ISIN: CH0556415823
Bank Julius Bär



SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Please note that data is only available after start of trading.


Closing prev. day 1.000
Diff. absolute / % -0.08 -7.41%

Determined prices

Last Price 1.100 Volume 150,000
Time 15:32:12 Date 26/01/2021

More Product Information

Core Data

Name Call-Warrant
ISIN CH0556415823
Valor 55641582
Strike 380.00 CHF
Type Warrants
Type Bull
Ratio 50.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First listing date 08/09/2020
Date of maturity 17/09/2021
Last trading day 17/09/2021
Settlement Type Keine Angabe
IRS 871m Not available
Currency safeguarded No
Pricing Keine Angabe
Issuer Bank Julius Bär


Name Swiss Life Hldg. N
ISIN CH0014852781
Price 414.9000 CHF
Date 27/01/21 17:31
Ratio 50.00

Key data

Intrinsic value 0.71
Time value 0.29
Implied volatility 0.23%
Leverage 6.19
Delta 0.74
Gamma 0.00
Vega 1.07
Distance to Strike 35.70
Distance to Strike in % 8.59%

market maker quality Date: 26/01/2021

Average Spread 0.92%
Last Best Bid Price 1.07 CHF
Last Best Ask Price 1.08 CHF
Last Best Bid Volume 450,000
Last Best Ask Volume 150,000
Average Buy Volume 443,487
Average Sell Volume 150,000
Average Buy Value 481,414 CHF
Average Sell Value 164,331 CHF
Spreads Availability Ratio 99.66%
Quote Availability 100.00%

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