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Call-Warrant
Symbol:
HENEJB
ISIN:
CH1242786023
Issuer:
Bank Julius Bär
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
17.05.24
10:43:00 |
|
0.550
|
0.560
|
CHF |
| Volume |
450,000
|
150,000
|
||
Performance
| Closing prev. day | 0.550 | ||||
| Diff. absolute / % | 0.00 | 0.00% | |||
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 | CH1242786023 |
| Valor | 124278602 |
| Symbol | HENEJB |
| Strike | 73.00 EUR |
| Type | Warrants |
| Type | Bull |
| Ratio | 20.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 25/01/2023 |
| 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 |
Underlyings
| Name | Henkel AG & Co KGAA (Vz) |
| ISIN | DE0006048432 |
| Price |
83.75 EUR
|
| Date | 17/05/24 11:32 |
| Ratio | 20.00 |
Key data
| Intrinsic value | 0.54 |
| Time value | 0.01 |
| Implied volatility | 0.34% |
| Leverage | 7.11 |
| Delta | 0.93 |
| Gamma | 0.02 |
| Vega | 0.03 |
| Distance to Strike | -10.76 |
| Distance to Strike in % | -12.85% |
market maker quality Date: 16/05/2024
| Average Spread | 1.78% |
| Last Best Bid Price | 0.55 CHF |
| Last Best Ask Price | 0.56 CHF |
| Last Best Bid Volume | 450,000 |
| Last Best Ask Volume | 150,000 |
| Average Buy Volume | 450,000 |
| Average Sell Volume | 150,000 |
| Average Buy Value | 251,096 CHF |
| Average Sell Value | 85,199 CHF |
| Spreads Availability Ratio | 98.19% |
| Quote Availability | 98.19% |
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