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Call-Warrant
Symbol:
SENJJB
ISIN:
CH1154180462
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 | 0.470 | ||||
| Diff. absolute / % | 0.03 | +6.82% | |||
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 | 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 |
Key data
| 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% |
market maker quality Date: 25/05/2022
| 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% |
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