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Call-Warrant
Symbol:
CAAFJB
ISIN:
CH1520610515
Issuer:
Bank Julius Bär
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.08.26
12:06:08 |
|
1.290
|
1.300
|
CHF |
| Volume |
225,000
|
75,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
Performance
| Closing prev. day | 1.220 | ||||
| Diff. absolute / % | 0.06 | +4.92% | |||
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 | CH1520610515 |
| Valor | 152061051 |
| Symbol | CAAFJB |
| Strike | 750.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 80.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 16/01/2026 |
| Date of maturity | 18/12/2026 |
| Last trading day | 18/12/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Julius Bär |
Underlyings
| Name | Caterpillar Inc. |
| ISIN | US1491231015 |
| Price |
702.80 EUR
|
| Date | 24/08/26 12:21 |
| Ratio | 80.00 |
Key data
| Intrinsic value | 0.97 |
| Time value | 0.32 |
| Implied volatility | 0.28% |
| Leverage | 5.72 |
| Delta | 0.71 |
| Gamma | 0.00 |
| Vega | 1.59 |
| Distance to Strike | -77.91 |
| Distance to Strike in % | -9.41% |
market maker quality Date: 21/08/2026
| Average Spread | 0.77% |
| Last Best Bid Price | 1.27 CHF |
| Last Best Ask Price | 1.28 CHF |
| Last Best Bid Volume | 225,000 |
| Last Best Ask Volume | 75,000 |
| Average Buy Volume | 225,000 |
| Average Sell Volume | 75,000 |
| Average Buy Value | 292,392 CHF |
| Average Sell Value | 98,214 CHF |
| Spreads Availability Ratio | 99.44% |
| Quote Availability | 99.44% |
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