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Call-Warrant
Symbol:
VONDJB
ISIN:
CH1249390795
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 | 0.063 | ||||
| Diff. absolute / % | 0.01 | +11.11% | |||
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 | CH1249390795 |
| Valor | 124939079 |
| Symbol | VONDJB |
| Strike | 55.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 20.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 15/03/2023 |
| Date of maturity | 21/06/2024 |
| Last trading day | 21/06/2024 |
| Settlement Type | Physical delivery |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Julius Bär |
Key data
| Intrinsic value | 0.03 |
| Time value | 0.04 |
| Implied volatility | 0.19% |
| Leverage | 22.71 |
| Delta | 0.57 |
| Gamma | 0.12 |
| Vega | 0.07 |
| Distance to Strike | -0.60 |
| Distance to Strike in % | -1.08% |
market maker quality Date: 13/05/2024
| Average Spread | 14.51% |
| Last Best Bid Price | 0.05 CHF |
| Last Best Ask Price | 0.06 CHF |
| Last Best Bid Volume | 1,500,000 |
| Last Best Ask Volume | 150,000 |
| Average Buy Volume | 1,500,000 |
| Average Sell Volume | 150,000 |
| Average Buy Value | 96,681 CHF |
| Average Sell Value | 11,168 CHF |
| Spreads Availability Ratio | 98.81% |
| Quote Availability | 98.81% |
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