Call-Warrant

Symbol: EMWTJB
Underlyings: Ems-Chemie Hldg. AG
ISIN: CH1284782534
Issuer:
Bank Julius Bär
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More Product Information

Core Data

Name Call-Warrant
ISIN CH1284782534
Valor 128478253
Symbol EMWTJB
Strike 640.00 CHF
Type Warrants
Type Bull
Ratio 150.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 30/08/2023
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 Ems-Chemie Hldg. AG
ISIN CH0016440353
Price 730.50 CHF
Date 26/04/24 17:31
Ratio 150.00

Key data

Intrinsic value 0.55
Time value 0.05
Implied volatility 0.35%
Leverage 8.03
Delta 1.00
Distance to Strike -83.00
Distance to Strike in % -11.48%

market maker quality Date: 25/04/2024

Average Spread 1.79%
Last Best Bid Price 0.54 CHF
Last Best Ask Price 0.55 CHF
Last Best Bid Volume 300,000
Last Best Ask Volume 65,000
Average Buy Volume 300,000
Average Sell Volume 65,000
Average Buy Value 165,850 CHF
Average Sell Value 36,584 CHF
Spreads Availability Ratio 97.46%
Quote Availability 97.46%

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