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Call-Warrant
Symbol:
SWODJB
ISIN:
CH1317201155
Issuer:
Bank Julius Bär
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
15.05.24
10:58:00 |
|
0.614
|
0.624
|
CHF |
| Volume |
450,000
|
75,000
|
||
Performance
| Closing prev. day | 0.524 | ||||
| Diff. absolute / % | -0.04 | -6.60% | |||
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 | CH1317201155 |
| Valor | 131720115 |
| Symbol | SWODJB |
| Strike | 13.75 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 7.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 16/01/2024 |
| 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 | 0.42 |
| Time value | 0.17 |
| Implied volatility | 0.54% |
| Leverage | 3.42 |
| Delta | 0.86 |
| Gamma | 0.07 |
| Vega | 0.03 |
| Distance to Strike | -2.97 |
| Distance to Strike in % | -17.76% |
market maker quality Date: 14/05/2024
| Average Spread | 1.88% |
| Last Best Bid Price | 0.51 CHF |
| Last Best Ask Price | 0.52 CHF |
| Last Best Bid Volume | 450,000 |
| Last Best Ask Volume | 75,000 |
| Average Buy Volume | 450,000 |
| Average Sell Volume | 75,000 |
| Average Buy Value | 237,677 CHF |
| Average Sell Value | 40,363 CHF |
| Spreads Availability Ratio | 99.36% |
| Quote Availability | 99.36% |
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