Login
Call-Warrant
Symbol:
SFSDJB
ISIN:
CH1276777534
Issuer:
Bank Julius Bär
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 | 0.670 | ||||
| Diff. absolute / % | 0.02 | +3.03% | |||
Determined prices
| Last Price | 0.500 | Volume | 100,000 | |
| Time | 09:50:39 | Date | 21/05/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call-Warrant |
| ISIN | CH1276777534 |
| Valor | 127677753 |
| Symbol | SFSDJB |
| Strike | 105.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 40.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 20/07/2023 |
| 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 | 0.60 |
| Time value | 0.07 |
| Implied volatility | 0.36% |
| Leverage | 4.04 |
| Delta | 0.84 |
| Gamma | 0.01 |
| Vega | 0.23 |
| Distance to Strike | -24.00 |
| Distance to Strike in % | -18.60% |
market maker quality Date: 23/05/2024
| Average Spread | 3.04% |
| Last Best Bid Price | 0.66 CHF |
| Last Best Ask Price | 0.68 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 | 194,467 CHF |
| Average Sell Value | 66,822 CHF |
| Spreads Availability Ratio | 99.36% |
| Quote Availability | 99.36% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)