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Call-Warrant
Symbol:
HENPJB
ISIN:
CH1294281147
Issuer:
Bank Julius Bär
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
17.05.24
12:55:00 |
|
1.360
|
1.370
|
CHF |
| Volume |
300,000
|
100,000
|
||
Performance
| Closing prev. day | 1.360 | ||||
| Diff. absolute / % | 0.00 | 0.00% | |||
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 | CH1294281147 |
| Valor | 129428114 |
| Symbol | HENPJB |
| Strike | 65.00 EUR |
| Type | Warrants |
| Type | Bull |
| Ratio | 15.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 19/10/2023 |
| 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 |
83.78 EUR
|
| Date | 17/05/24 13:17 |
| Ratio | 15.00 |
Key data
| Intrinsic value | 1.25 |
| Time value | 0.12 |
| Implied volatility | 0.34% |
| Leverage | 3.59 |
| Delta | 0.88 |
| Gamma | 0.01 |
| Vega | 0.12 |
| Distance to Strike | -18.76 |
| Distance to Strike in % | -22.40% |
market maker quality Date: 16/05/2024
| Average Spread | 0.72% |
| Last Best Bid Price | 1.36 CHF |
| Last Best Ask Price | 1.37 CHF |
| Last Best Bid Volume | 300,000 |
| Last Best Ask Volume | 100,000 |
| Average Buy Volume | 300,000 |
| Average Sell Volume | 100,000 |
| Average Buy Value | 412,873 CHF |
| Average Sell Value | 138,624 CHF |
| Spreads Availability Ratio | 98.12% |
| Quote Availability | 98.12% |
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