Call-Warrant

Symbol: SCMOJB
Underlyings: Swisscom N
ISIN: CH1240056536
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 0.106
Diff. absolute / % -0.02 -17.24%

Determined prices

Last Price 0.116 Volume 200,000
Time 12:28:41 Date 25/04/2024

More Product Information

Core Data

Name Call-Warrant
ISIN CH1240056536
Valor 124005653
Symbol SCMOJB
Strike 525.00 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 22.28
Delta 0.33
Gamma 0.01
Vega 0.71
Distance to Strike 20.50
Distance to Strike in % 4.06%

market maker quality Date: 25/04/2024

Average Spread 9.10%
Last Best Bid Price 0.10 CHF
Last Best Ask Price 0.11 CHF
Last Best Bid Volume 500,000
Last Best Ask Volume 500,000
Average Buy Volume 698,896
Average Sell Volume 490,247
Average Buy Value 74,810 CHF
Average Sell Value 56,391 CHF
Spreads Availability Ratio 97.44%
Quote Availability 97.44%

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