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Call-Warrant
Symbol:
BCHMJB
ISIN:
CH1276776106
Issuer:
Bank Julius Bär
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
21.05.24
11:43:00 |
|
1.050
|
1.060
|
CHF |
| Volume |
450,000
|
150,000
|
||
Performance
| Closing prev. day | 1.070 | ||||
| Diff. absolute / % | -0.02 | -1.87% | |||
Determined prices
| Last Price | 0.720 | Volume | 1,050 | |
| Time | 13:53:16 | Date | 27/03/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call-Warrant |
| ISIN | CH1276776106 |
| Valor | 127677610 |
| Symbol | BCHMJB |
| Strike | 500.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 125.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 17/07/2023 |
| Date of maturity | 20/09/2024 |
| Last trading day | 20/09/2024 |
| Settlement Type | Physical delivery |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Julius Bär |
Key data
| Intrinsic value | 1.01 |
| Time value | 0.04 |
| Implied volatility | 0.33% |
| Leverage | 4.70 |
| Delta | 0.99 |
| Gamma | 0.00 |
| Vega | 0.11 |
| Distance to Strike | -127.00 |
| Distance to Strike in % | -20.26% |
market maker quality Date: 17/05/2024
| Average Spread | 0.94% |
| Last Best Bid Price | 1.06 CHF |
| Last Best Ask Price | 1.07 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 | 476,411 CHF |
| Average Sell Value | 160,304 CHF |
| Spreads Availability Ratio | 99.36% |
| Quote Availability | 99.36% |
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