Call-Warrant

Termsheet  
Symbol: VOVDJB
Underlyings: Volkswagen AG (Vz)
ISIN: CH1405801684
Issuer:
Bank Julius Bär
Trade

Chart

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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
19.12.25
13:27:59
0.570
0.580
CHF
Volume
450,000
150,000
Trading hours for this product: 8:00 – 21:45

Performance

Closing prev. day 0.580
Diff. absolute / % 0.00 0.00%

Determined prices

Last Price 0.330 Volume 8,000
Time 10:36:30 Date 07/11/2025

More Product Information

Details Underlying Information & Tools

Core Data

Name Call-Warrant
ISIN CH1405801684
Valor 140580168
Symbol VOVDJB
Strike 95.00 EUR
Type Warrants
Type Bull
Ratio 20.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 07/01/2025
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

Underlyings

Name Volkswagen AG (Vz)
ISIN DE0007664039
Price 104.225 EUR
Date 19/12/25 13:44
Ratio 20.00

Key data

Intrinsic value 0.48
Time value 0.10
Implied volatility 0.33%
Leverage 8.04
Delta 0.89
Gamma 0.04
Vega 0.09
Distance to Strike -9.50
Distance to Strike in % -9.09%

market maker quality Date: 17/12/2025

Average Spread 2.47%
Last Best Bid Price 0.59 CHF
Last Best Ask Price 0.60 CHF
Last Best Bid Volume 450,000
Last Best Ask Volume 150,000
Average Buy Volume 297,055
Average Sell Volume 99,018
Average Buy Value 196,080 CHF
Average Sell Value 66,860 CHF
Spreads Availability Ratio 4.62%
Quote Availability 103.61%

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