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Call-Warrant
Symbol:
HENWJB
ISIN:
CH1286516534
Issuer:
Bank Julius Bär
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 | 1.070 | ||||
| Diff. absolute / % | 0.02 | +1.89% | |||
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 | CH1286516534 |
| Valor | 128651653 |
| Symbol | HENWJB |
| Strike | 70.00 EUR |
| Type | Warrants |
| Type | Bull |
| Ratio | 15.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 20/09/2023 |
| 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 |
83.93 EUR
|
| Date | 18/05/24 13:00 |
| Ratio | 15.00 |
Key data
| Intrinsic value | 0.92 |
| Time value | 0.16 |
| Implied volatility | 0.31% |
| Leverage | 4.20 |
| Delta | 0.81 |
| Gamma | 0.01 |
| Vega | 0.17 |
| Distance to Strike | -13.76 |
| Distance to Strike in % | -16.43% |
market maker quality Date: 16/05/2024
| Average Spread | 0.92% |
| 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 | 485,444 CHF |
| Average Sell Value | 163,315 CHF |
| Spreads Availability Ratio | 98.15% |
| Quote Availability | 98.15% |
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