Symbol: SENLJB
Underlyings: Sensirion Hldg. AG
ISIN: CH1154180488
Bank Julius Bär



SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Please note that data is only available after start of trading.


Closing prev. day 0.330
Diff. absolute / % 0.03 +10.00%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Call-Warrant
ISIN CH1154180488
Valor 115418048
Strike 100.00 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 16/09/2022
Last trading day 16/09/2022
Settlement Type Physical delivery
IRS 871m Not applicable
Currency safeguarded No
Pricing Dirty
Issuer Bank Julius Bär


Name Sensirion Hldg. AG
ISIN CH0406705126
Price 103.6000 CHF
Date 27/05/22 17:31
Ratio 40.00

Key data

Intrinsic value 0.11
Time value 0.23
Implied volatility 0.51%
Leverage 4.93
Delta 0.62
Gamma 0.02
Vega 0.22
Distance to Strike 4.20
Distance to Strike in % 4.03%

market maker quality Date: 25/05/2022

Average Spread 3.26%
Last Best Bid Price 0.30 CHF
Last Best Ask Price 0.31 CHF
Last Best Bid Volume 600,000
Last Best Ask Volume 150,000
Average Buy Volume 600,000
Average Sell Volume 150,000
Average Buy Value 181,292 CHF
Average Sell Value 46,823 CHF
Spreads Availability Ratio 95.83%
Quote Availability 95.83%

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