Call-Warrant

Symbol: HEYJJB
Underlyings: Helvetia Hldg. AG
ISIN: CH1276773343
Issuer:
Bank Julius Bär
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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 / % 0.00 0.00%

Determined prices

Last Price 0.350 Volume 10,000
Time 13:22:23 Date 21/03/2024

More Product Information

Core Data

Name Call-Warrant
ISIN CH1276773343
Valor 127677334
Symbol HEYJJB
Strike 120.00 CHF
Type Warrants
Type Bull
Ratio 30.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 03/07/2023
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 Helvetia Hldg. AG
ISIN CH0466642201
Price 118.6000 CHF
Date 26/04/24 17:31
Ratio 30.00

Key data

Implied volatility 0.20%
Leverage 8.94
Delta 0.43
Gamma 0.03
Vega 0.36
Distance to Strike 0.90
Distance to Strike in % 0.76%

market maker quality Date: 25/04/2024

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 750,000
Average Sell Volume 250,000
Average Buy Value 137,005 CHF
Average Sell Value 48,169 CHF
Spreads Availability Ratio 98.34%
Quote Availability 98.34%

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