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Call-Warrant
Symbol:
OERCJB
ISIN:
CH1401356162
Issuer:
Bank Julius Bär
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
05.12.25
17:40:10 |
|
0.040
|
0.060
|
CHF |
| Volume |
1.50 m.
|
125,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
Performance
| Closing prev. day | 0.050 | ||||
| Diff. absolute / % | 0.00 | 0.00% | |||
Determined prices
| Last Price | 0.050 | Volume | 60,000 | |
| Time | 09:52:09 | Date | 04/12/2025 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call-Warrant |
| ISIN | CH1401356162 |
| Valor | 140135616 |
| Symbol | OERCJB |
| Strike | 3.75 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 2.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 17/12/2024 |
| Date of maturity | 20/03/2026 |
| Last trading day | 20/03/2026 |
| Settlement Type | Physical delivery |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Julius Bär |
Key data
| Implied volatility | 1.18% |
| Delta | 0.08 |
| Gamma | 0.41 |
| Vega | 0.00 |
| Distance to Strike | 0.52 |
| Distance to Strike in % | 16.17% |
market maker quality Date: 03/12/2025
| Average Spread | 32.95% |
| Last Best Bid Price | 0.03 CHF |
| Last Best Ask Price | 0.04 CHF |
| Last Best Bid Volume | 1,500,000 |
| Last Best Ask Volume | 250,000 |
| Average Buy Volume | 1,500,000 |
| Average Sell Volume | 185,342 |
| Average Buy Value | 56,380 CHF |
| Average Sell Value | 9,310 CHF |
| Spreads Availability Ratio | 6.07% |
| Quote Availability | 88.80% |
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