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Call-Warrant
Symbol:
BAOAJB
ISIN:
CH1405802781
Issuer:
Bank Julius Bär
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
19.12.25
17:46:18 |
|
1.160
|
1.200
|
CHF |
| Volume |
300,000
|
100,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
Performance
| Closing prev. day | 1.130 | ||||
| Diff. absolute / % | 0.06 | +9.38% | |||
Determined prices
| Last Price | 1.250 | Volume | 10,000 | |
| Time | 15:40:27 | Date | 12/12/2025 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call-Warrant |
| ISIN | CH1405802781 |
| Valor | 140580278 |
| Symbol | BAOAJB |
| Strike | 24.00 EUR |
| Type | Warrants |
| Type | Bull |
| Ratio | 10.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 07/01/2025 |
| Date of maturity | 19/06/2026 |
| Last trading day | 19/06/2026 |
| Settlement Type | Physical delivery |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Julius Bär |
Key data
| Intrinsic value | 1.16 |
| Time value | 0.02 |
| Implied volatility | 0.32% |
| Leverage | 2.66 |
| Delta | 0.88 |
| Gamma | 0.01 |
| Vega | 0.05 |
| Distance to Strike | -11.60 |
| Distance to Strike in % | -32.59% |
market maker quality Date: 17/12/2025
| Average Spread | 2.54% |
| Last Best Bid Price | 1.11 CHF |
| Last Best Ask Price | 1.12 CHF |
| Last Best Bid Volume | 600,000 |
| Last Best Ask Volume | 200,000 |
| Average Buy Volume | 412,826 |
| Average Sell Volume | 137,609 |
| Average Buy Value | 459,744 CHF |
| Average Sell Value | 156,496 CHF |
| Spreads Availability Ratio | 5.03% |
| Quote Availability | 103.58% |
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