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Call-Warrant
Symbol:
VACFJB
ISIN:
CH1242791155
Issuer:
Bank Julius Bär
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
06.05.24
13:10:00 |
|
1.550
|
1.560
|
CHF |
| Volume |
450,000
|
150,000
|
||
Performance
| Closing prev. day | 1.560 | ||||
| Diff. absolute / % | -0.02 | -1.28% | |||
Determined prices
| Last Price | 1.580 | Volume | 650 | |
| Time | 15:37:05 | Date | 19/03/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call-Warrant |
| ISIN | CH1242791155 |
| Valor | 124279115 |
| Symbol | VACFJB |
| Strike | 330.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 80.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 03/02/2023 |
| 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 | 1.54 |
| Time value | 0.02 |
| Implied volatility | 0.58% |
| Leverage | 3.65 |
| Delta | 1.00 |
| Distance to Strike | -121.90 |
| Distance to Strike in % | -26.97% |
market maker quality Date: 03/05/2024
| Average Spread | 0.67% |
| Last Best Bid Price | 1.56 CHF |
| Last Best Ask Price | 1.57 CHF |
| Last Best Bid Volume | 450,000 |
| Last Best Ask Volume | 150,000 |
| Average Buy Volume | 458,713 |
| Average Sell Volume | 152,904 |
| Average Buy Value | 682,800 CHF |
| Average Sell Value | 229,129 CHF |
| Spreads Availability Ratio | 99.09% |
| Quote Availability | 99.09% |
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