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Call-Warrant
Symbol:
SIYYJB
ISIN:
CH1276772808
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 | 0.190 | ||||
| Diff. absolute / % | -0.01 | -5.00% | |||
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 | CH1276772808 |
| Valor | 127677280 |
| Symbol | SIYYJB |
| Strike | 180.00 EUR |
| Type | Warrants |
| Type | Bull |
| Ratio | 40.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 29/06/2023 |
| 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 |
Underlyings
| Name | Siemens AG |
| ISIN | DE0007236101 |
| Price |
178.94 EUR
|
| Date | 31/10/24 23:00 |
| Ratio | 40.00 |
Key data
| Implied volatility | 0.30% |
| Leverage | 12.14 |
| Delta | 0.46 |
| Gamma | 0.03 |
| Vega | 0.26 |
| Distance to Strike | 1.68 |
| Distance to Strike in % | 0.94% |
market maker quality Date: 30/10/2024
| Average Spread | 5.33% |
| Last Best Bid Price | 0.18 CHF |
| Last Best Ask Price | 0.19 CHF |
| Last Best Bid Volume | 750,000 |
| Last Best Ask Volume | 250,000 |
| Average Buy Volume | 733,882 |
| Average Sell Volume | 244,627 |
| Average Buy Value | 133,865 CHF |
| Average Sell Value | 47,068 CHF |
| Spreads Availability Ratio | 99.08% |
| Quote Availability | 99.08% |
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