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Call-Warrant
Symbol:
SIEPJB
ISIN:
CH1263880093
Issuer:
Bank Julius Bär
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
29.04.24
10:30:00 |
|
0.270
|
0.280
|
CHF |
| Volume |
750,000
|
250,000
|
||
Performance
| Closing prev. day | 0.270 | ||||
| Diff. absolute / % | 0.03 | +12.50% | |||
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 | CH1263880093 |
| Valor | 126388009 |
| Symbol | SIEPJB |
| Strike | 180.00 EUR |
| Type | Warrants |
| Type | Bull |
| Ratio | 40.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 23/05/2023 |
| Date of maturity | 20/09/2024 |
| Last trading day | 20/09/2024 |
| Settlement Type | Physical delivery |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Julius Bär |
Underlyings
| Name | Siemens AG |
| ISIN | DE0007236101 |
| Price |
178.31 EUR
|
| Date | 29/04/24 11:17 |
| Ratio | 40.00 |
Key data
| Implied volatility | 0.27% |
| Leverage | 7.90 |
| Delta | 0.50 |
| Gamma | 0.02 |
| Vega | 0.44 |
| Distance to Strike | 2.38 |
| Distance to Strike in % | 1.34% |
market maker quality Date: 26/04/2024
| Average Spread | 3.94% |
| Last Best Bid Price | 0.27 CHF |
| Last Best Ask Price | 0.28 CHF |
| Last Best Bid Volume | 750,000 |
| Last Best Ask Volume | 250,000 |
| Average Buy Volume | 750,000 |
| Average Sell Volume | 250,000 |
| Average Buy Value | 187,114 CHF |
| Average Sell Value | 64,871 CHF |
| Spreads Availability Ratio | 98.82% |
| Quote Availability | 98.82% |
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