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Call-Warrant
Symbol:
SWZDJB
ISIN:
CH1242787518
Issuer:
Bank Julius Bär
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
15.05.24
16:46:00 |
|
0.328
|
0.338
|
CHF |
| Volume |
450,000
|
100,000
|
||
Performance
| Closing prev. day | 0.235 | ||||
| Diff. absolute / % | 0.09 | +40.00% | |||
Determined prices
| Last Price | 0.230 | Volume | 100,000 | |
| Time | 09:16:52 | Date | 29/04/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call-Warrant |
| ISIN | CH1242787518 |
| Valor | 124278751 |
| Symbol | SWZDJB |
| Strike | 15.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 7.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 30/01/2023 |
| 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 | 0.27 |
| Time value | 0.05 |
| Implied volatility | 0.58% |
| Leverage | 6.87 |
| Delta | 0.93 |
| Gamma | 0.09 |
| Vega | 0.01 |
| Distance to Strike | -1.86 |
| Distance to Strike in % | -11.03% |
market maker quality Date: 14/05/2024
| Average Spread | 4.12% |
| Last Best Bid Price | 0.23 CHF |
| Last Best Ask Price | 0.24 CHF |
| Last Best Bid Volume | 450,000 |
| Last Best Ask Volume | 100,000 |
| Average Buy Volume | 450,000 |
| Average Sell Volume | 100,000 |
| Average Buy Value | 107,013 CHF |
| Average Sell Value | 24,781 CHF |
| Spreads Availability Ratio | 99.27% |
| Quote Availability | 99.27% |
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