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Call-Warrant
Symbol:
AMRCJB
ISIN:
CH1455135116
Issuer:
Bank Julius Bär
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
05.12.25
19:34:35 |
|
0.470
|
0.490
|
CHF |
| Volume |
375,000
|
125,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
Performance
| Closing prev. day | 0.400 | ||||
| Diff. absolute / % | 0.02 | +5.26% | |||
Determined prices
| Last Price | 0.470 | Volume | 4,200 | |
| Time | 16:51:26 | Date | 05/12/2025 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call-Warrant |
| ISIN | CH1455135116 |
| Valor | 145513511 |
| Symbol | AMRCJB |
| Strike | 45.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 10.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 24/06/2025 |
| Date of maturity | 18/12/2026 |
| Last trading day | 18/12/2026 |
| Settlement Type | Physical delivery |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Julius Bär |
Key data
| Implied volatility | 0.29% |
| Leverage | 22.13 |
| Delta | 0.51 |
| Gamma | 0.03 |
| Vega | 0.18 |
| Distance to Strike | 1.34 |
| Distance to Strike in % | 3.07% |
market maker quality Date: 03/12/2025
| Average Spread | 4.10% |
| Last Best Bid Price | 0.37 CHF |
| Last Best Ask Price | 0.38 CHF |
| Last Best Bid Volume | 900,000 |
| Last Best Ask Volume | 300,000 |
| Average Buy Volume | 653,010 |
| Average Sell Volume | 217,670 |
| Average Buy Value | 241,064 CHF |
| Average Sell Value | 83,355 CHF |
| Spreads Availability Ratio | 5.72% |
| Quote Availability | 93.30% |
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