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Call-Warrant
Symbol:
CAAAJB
ISIN:
CH1463735501
Issuer:
Bank Julius Bär
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
21.12.25
00:35:03 |
|
-
|
-
|
CHF |
| Volume |
-
|
-
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
Performance
| Closing prev. day | 1.450 | ||||
| Diff. absolute / % | 0.03 | +2.11% | |||
Determined prices
| Last Price | - | Volume | - | |
| Time | - | Date | - |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call-Warrant |
| ISIN | CH1463735501 |
| Valor | 146373550 |
| Symbol | CAAAJB |
| Strike | 460.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 80.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 18/07/2025 |
| Date of maturity | 18/09/2026 |
| Last trading day | 18/09/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Julius Bär |
Key data
| Intrinsic value | 1.47 |
| Time value | 0.07 |
| Leverage | 4.03 |
| Delta | 0.86 |
| Gamma | 0.00 |
| Vega | 1.10 |
| Distance to Strike | -117.29 |
| Distance to Strike in % | -20.32% |
market maker quality Date: 17/12/2025
| Average Spread | 1.58% |
| Last Best Bid Price | 1.42 CHF |
| Last Best Ask Price | 1.43 CHF |
| Last Best Bid Volume | 300,000 |
| Last Best Ask Volume | 100,000 |
| Average Buy Volume | 221,182 |
| Average Sell Volume | 73,727 |
| Average Buy Value | 346,271 CHF |
| Average Sell Value | 116,949 CHF |
| Spreads Availability Ratio | 5.98% |
| Quote Availability | 102.05% |
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