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Call-Warrant
Symbol:
SIEJJB
ISIN:
CH1280667309
Issuer:
Bank Julius Bär
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
29.04.24
12:14:00 |
|
1.020
|
1.030
|
CHF |
| Volume |
450,000
|
150,000
|
||
Performance
| Closing prev. day | 1.010 | ||||
| Diff. absolute / % | 0.01 | +0.99% | |||
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 | CH1280667309 |
| Valor | 128066730 |
| Symbol | SIEJJB |
| Strike | 140.00 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 | 20/09/2024 |
| 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 |
178.02 EUR
|
| Date | 29/04/24 12:36 |
| Ratio | 40.00 |
Key data
| Intrinsic value | 0.94 |
| Time value | 0.08 |
| Implied volatility | 0.38% |
| Leverage | 4.26 |
| Delta | 0.98 |
| Gamma | 0.00 |
| Vega | 0.04 |
| Distance to Strike | -37.62 |
| Distance to Strike in % | -21.18% |
market maker quality Date: 26/04/2024
| Average Spread | 1.02% |
| Last Best Bid Price | 1.01 CHF |
| Last Best Ask Price | 1.02 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 | 437,117 CHF |
| Average Sell Value | 147,206 CHF |
| Spreads Availability Ratio | 98.80% |
| Quote Availability | 98.80% |
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