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Call-Warrant
Symbol:
SIEDJB
ISIN:
CH1280667283
Issuer:
Bank Julius Bär
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
29.04.24
15:41:44 |
|
-
|
-
|
CHF |
| Volume |
-
|
-
|
||
Performance
| Closing prev. day | 0.870 | ||||
| Diff. absolute / % | 0.00 | 0.00% | |||
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 | CH1280667283 |
| Valor | 128066728 |
| Symbol | SIEDJB |
| Strike | 150.00 EUR |
| Type | Warrants |
| Type | Bull |
| Ratio | 40.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 18/08/2023 |
| 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 |
Underlyings
| Name | Siemens AG |
| ISIN | DE0007236101 |
| Price |
177.74 EUR
|
| Date | 29/04/24 15:41 |
| Ratio | 40.00 |
Key data
| Intrinsic value | 0.69 |
| Time value | 0.19 |
| Implied volatility | 0.34% |
| Leverage | 4.53 |
| Delta | 0.90 |
| Gamma | 0.01 |
| Vega | 0.23 |
| Distance to Strike | -27.62 |
| Distance to Strike in % | -15.55% |
market maker quality Date: 26/04/2024
| Average Spread | 1.20% |
| Last Best Bid Price | 0.87 CHF |
| Last Best Ask Price | 0.88 CHF |
| Last Best Bid Volume | 450,000 |
| Last Best Ask Volume | 150,000 |
| Average Buy Volume | 450,000 |
| Average Sell Volume | 150,000 |
| Average Buy Value | 374,494 CHF |
| Average Sell Value | 126,331 CHF |
| Spreads Availability Ratio | 98.88% |
| Quote Availability | 98.88% |
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