Call-Warrant

Symbol: SCMNJB
Underlyings: Swisscom N
ISIN: CH1240056528
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 0.040
Diff. absolute / % -0.01 -25.00%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Call-Warrant
ISIN CH1240056528
Valor 124005652
Symbol SCMNJB
Strike 550.00 CHF
Type Warrants
Type Bull
Ratio 80.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 06/01/2023
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

Underlyings

Name Swisscom N
ISIN CH0008742519
Price 505.00 CHF
Date 26/04/24 17:31
Ratio 80.00

Key data

Implied volatility 0.21%
Leverage 35.43
Delta 0.17
Gamma 0.01
Vega 0.50
Distance to Strike 45.50
Distance to Strike in % 9.02%

market maker quality Date: 25/04/2024

Average Spread 27.46%
Last Best Bid Price 0.03 CHF
Last Best Ask Price 0.04 CHF
Last Best Bid Volume 1,000,000
Last Best Ask Volume 600,000
Average Buy Volume 1,000,000
Average Sell Volume 600,000
Average Buy Value 31,756 CHF
Average Sell Value 25,054 CHF
Spreads Availability Ratio 97.44%
Quote Availability 97.44%

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