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Call-Warrant
Symbol:
OERAJB
ISIN:
CH1438191608
Issuer:
Bank Julius Bär
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
19.12.25
14:40:25 |
|
0.100
|
0.110
|
CHF |
| Volume |
600,000
|
200,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
Performance
| Closing prev. day | 0.110 | ||||
| Diff. absolute / % | -0.01 | -9.09% | |||
Determined prices
| Last Price | 0.080 | Volume | 50,000 | |
| Time | 12:16:49 | Date | 07/10/2025 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call-Warrant |
| ISIN | CH1438191608 |
| Valor | 143819160 |
| Symbol | OERAJB |
| Strike | 3.50 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 2.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 17/04/2025 |
| 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
| Implied volatility | 0.41% |
| Leverage | 4.22 |
| Delta | 0.26 |
| Gamma | 0.64 |
| Vega | 0.01 |
| Distance to Strike | 0.32 |
| Distance to Strike in % | 10.13% |
market maker quality Date: 17/12/2025
| Average Spread | 12.85% |
| Last Best Bid Price | 0.11 CHF |
| Last Best Ask Price | 0.12 CHF |
| Last Best Bid Volume | 600,000 |
| Last Best Ask Volume | 200,000 |
| Average Buy Volume | 443,813 |
| Average Sell Volume | 147,938 |
| Average Buy Value | 48,819 CHF |
| Average Sell Value | 18,273 CHF |
| Spreads Availability Ratio | 6.04% |
| Quote Availability | 91.43% |
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