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Call-Warrant
Symbol:
HEYCJB
ISIN:
CH1263885522
Issuer:
Bank Julius Bär
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
17.05.24
13:53:00 |
|
0.410
|
0.420
|
CHF |
| Volume |
600,000
|
200,000
|
||
Performance
| Closing prev. day | 0.400 | ||||
| Diff. absolute / % | 0.01 | +2.50% | |||
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 | CH1263885522 |
| Valor | 126388552 |
| Symbol | HEYCJB |
| Strike | 80.00 EUR |
| Type | Warrants |
| Type | Bull |
| Ratio | 20.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 06/06/2023 |
| 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 | Henkel AG & Co KGAA (Vz) |
| ISIN | DE0006048432 |
| Price |
83.80 EUR
|
| Date | 17/05/24 14:26 |
| Ratio | 20.00 |
Key data
| Intrinsic value | 0.19 |
| Time value | 0.21 |
| Implied volatility | 0.23% |
| Leverage | 6.60 |
| Delta | 0.63 |
| Gamma | 0.02 |
| Vega | 0.24 |
| Distance to Strike | -3.76 |
| Distance to Strike in % | -4.49% |
market maker quality Date: 16/05/2024
| Average Spread | 2.42% |
| Last Best Bid Price | 0.40 CHF |
| Last Best Ask Price | 0.41 CHF |
| Last Best Bid Volume | 600,000 |
| Last Best Ask Volume | 200,000 |
| Average Buy Volume | 600,000 |
| Average Sell Volume | 200,000 |
| Average Buy Value | 244,924 CHF |
| Average Sell Value | 83,641 CHF |
| Spreads Availability Ratio | 98.14% |
| Quote Availability | 98.14% |
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