Login
Call-Warrant
Symbol:
SIWFJB
ISIN:
CH1257350624
Issuer:
Bank Julius Bär
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
29.04.24
11:46:00 |
|
0.300
|
0.310
|
CHF |
| Volume |
600,000
|
200,000
|
||
Performance
| Closing prev. day | 0.290 | ||||
| Diff. absolute / % | 0.01 | +3.45% | |||
Determined prices
| Last Price | - | Volume | - | |
| Time | - | Date | - |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call-Warrant |
| ISIN | CH1257350624 |
| Valor | 125735062 |
| Symbol | SIWFJB |
| Strike | 170.00 EUR |
| Type | Warrants |
| Type | Bull |
| Ratio | 40.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 03/04/2023 |
| 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 | Siemens AG |
| ISIN | DE0007236101 |
| Price |
178.10 EUR
|
| Date | 29/04/24 12:27 |
| Ratio | 40.00 |
Key data
| Intrinsic value | 0.19 |
| Time value | 0.12 |
| Implied volatility | 0.31% |
| Leverage | 10.90 |
| Delta | 0.76 |
| Gamma | 0.03 |
| Vega | 0.21 |
| Distance to Strike | -7.62 |
| Distance to Strike in % | -4.29% |
market maker quality Date: 26/04/2024
| Average Spread | 3.74% |
| Last Best Bid Price | 0.29 CHF |
| Last Best Ask Price | 0.30 CHF |
| Last Best Bid Volume | 600,000 |
| Last Best Ask Volume | 200,000 |
| Average Buy Volume | 600,000 |
| Average Sell Volume | 200,000 |
| Average Buy Value | 157,925 CHF |
| Average Sell Value | 54,642 CHF |
| Spreads Availability Ratio | 98.91% |
| Quote Availability | 98.91% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)