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Call-Warrant
Symbol:
SFZZJB
ISIN:
CH1272331575
Issuer:
Bank Julius Bär
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
07.05.24
10:15:00 |
|
0.610
|
0.620
|
CHF |
| Volume |
300,000
|
100,000
|
||
Performance
| Closing prev. day | 0.620 | ||||
| Diff. absolute / % | -0.02 | -3.13% | |||
Determined prices
| Last Price | 0.680 | Volume | 2,500 | |
| Time | 17:08:44 | Date | 19/04/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call-Warrant |
| ISIN | CH1272331575 |
| Valor | 127233157 |
| Symbol | SFZZJB |
| Strike | 750.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 250.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 22/06/2023 |
| Date of maturity | 20/12/2024 |
| Last trading day | 20/12/2024 |
| Settlement Type | Physical delivery |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Julius Bär |
Key data
| Intrinsic value | 0.45 |
| Time value | 0.17 |
| Implied volatility | 0.33% |
| Leverage | 5.16 |
| Delta | 0.93 |
| Gamma | 0.00 |
| Vega | 0.94 |
| Distance to Strike | -113.00 |
| Distance to Strike in % | -13.09% |
market maker quality Date: 06/05/2024
| Average Spread | 1.57% |
| Last Best Bid Price | 0.61 CHF |
| Last Best Ask Price | 0.62 CHF |
| Last Best Bid Volume | 300,000 |
| Last Best Ask Volume | 100,000 |
| Average Buy Volume | 300,000 |
| Average Sell Volume | 100,000 |
| Average Buy Value | 189,581 CHF |
| Average Sell Value | 64,194 CHF |
| Spreads Availability Ratio | 99.36% |
| Quote Availability | 99.36% |
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