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Call-Warrant
Symbol:
BAAEJB
ISIN:
CH1463736558
Issuer:
Bank Julius Bär
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.08.26
12:16:46 |
|
0.360
|
0.370
|
CHF |
| Volume |
1.50 m.
|
150,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
Performance
| Closing prev. day | 0.250 | ||||
| Diff. absolute / % | 0.11 | +44.00% | |||
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 | CH1463736558 |
| Valor | 146373655 |
| Symbol | BAAEJB |
| Strike | 1,100.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 200.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 22/07/2025 |
| Date of maturity | 18/09/2026 |
| Last trading day | 18/09/2026 |
| Settlement Type | Physical delivery |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Julius Bär |
Key data
| Intrinsic value | 0.22 |
| Time value | 0.13 |
| Implied volatility | 0.40% |
| Leverage | 13.13 |
| Delta | 0.78 |
| Gamma | 0.01 |
| Vega | 0.87 |
| Distance to Strike | -44.00 |
| Distance to Strike in % | -3.85% |
market maker quality Date: 21/08/2026
| Average Spread | 3.71% |
| Last Best Bid Price | 0.27 CHF |
| Last Best Ask Price | 0.28 CHF |
| Last Best Bid Volume | 1,500,000 |
| Last Best Ask Volume | 150,000 |
| Average Buy Volume | 1,500,000 |
| Average Sell Volume | 150,000 |
| Average Buy Value | 397,541 CHF |
| Average Sell Value | 41,254 CHF |
| Spreads Availability Ratio | 99.32% |
| Quote Availability | 99.32% |
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