SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.470 | ||||
Diff. absolute / % | 0.03 | +6.82% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1154180462 |
Valor | 115418046 |
Symbol | SENJJB |
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 | 26/01/2022 |
Date of maturity | 17/03/2023 |
Last trading day | 17/03/2023 |
Settlement Type | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Implied volatility | 0.53% |
Leverage | 3.04 |
Delta | 0.55 |
Gamma | 0.01 |
Vega | 0.37 |
Distance to Strike | -0.80 |
Distance to Strike in % | -0.77% |
Average Spread | 2.22% |
Last Best Bid Price | 0.44 CHF |
Last Best Ask Price | 0.45 CHF |
Last Best Bid Volume | 600,000 |
Last Best Ask Volume | 200,000 |
Average Buy Volume | 600,000 |
Average Sell Volume | 200,000 |
Average Buy Value | 267,020 CHF |
Average Sell Value | 91,007 CHF |
Spreads Availability Ratio | 95.83% |
Quote Availability | 95.83% |