Call-Warrant

Termsheet  
Symbol: SAIIJB
Underlyings: SAP SE
ISIN: CH1510370435
Issuer:
Bank Julius Bär
Trade

Chart

Intraday 1 Week 1 Mth 3 Mths 6 Mths 1 Year
    
    

SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
21.10.26
12:04:14
0.360
0.370
CHF
Volume
900,000
300,000
Trading hours for this product: 8:00 – 21:45

Performance

Closing prev. day 0.350
Diff. absolute / % 0.01 +2.86%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Details Underlying Information & Tools

Core Data

Name Call-Warrant
ISIN CH1510370435
Valor 151037043
Symbol SAIIJB
Strike 220.00 EUR
Type Warrants
Type Bull
Ratio 50.00
SVSP Code 2100
Exercise type American
Currency Swiss Franc
First Trading Date 12/01/2026
Date of maturity 18/06/2027
Last trading day 18/06/2027
Settlement Type Physical delivery
IRS 871m Not applicable
Currency safeguarded No
Pricing Dirty
Issuer Bank Julius Bär

Underlyings

Name SAP SE
ISIN DE0007164600
Price 186.24 CHF
Date 21/10/26 09:06
Ratio 50.00

Key data

Implied volatility 0.37%
Leverage 4.24
Delta 0.36
Gamma 0.01
Vega 0.61
Distance to Strike 18.40
Distance to Strike in % 9.13%

market maker quality Date: 20/10/2026

Average Spread 2.93%
Last Best Bid Price 0.34 CHF
Last Best Ask Price 0.35 CHF
Last Best Bid Volume 900,000
Last Best Ask Volume 300,000
Average Buy Volume 900,000
Average Sell Volume 300,000
Average Buy Value 303,237 CHF
Average Sell Value 104,079 CHF
Spreads Availability Ratio 99.12%
Quote Availability 99.12%

Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.