Call-Warrant

Symbol: AMYJJB
Underlyings: AMS AG
ISIN: CH0428539529
Issuer:
Bank Julius Bär
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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
23/08/19
09:16:46
0.001
0.011
CHF
Volume
900,000
300,000

Performance

Closing prev. day 0.076
Diff. absolute / % -0.08 -98.68%

Determined prices

Last Price 0.076 Volume 4,500
Time 14:38:14 Date 25/07/2019

More Product Information

Core Data

Name Call-Warrant
ISIN CH0428539529
Valor 42853952
Symbol AMYJJB
Strike 65.00 CHF
Type Warrants
Type Bull
Ratio 25.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First listing date 21/08/2018
Date of maturity 20/09/2019
Last trading day 20/09/2019
Settlement Type Physical delivery
IRS 871m Not applicable
Currency safeguarded No
Pricing Not specified
Issuer Bank Julius Bär

Underlyings

Name AMS AG
ISIN AT0000A18XM4
Price 40.74 CHF
Date 23/08/19 11:11
Ratio 25.00

Key data

Ask Price (basis for calculation) 0.0110
Calculated price of underlying 40.5000
Premium 61.17%
Premium p.a. n/m
Break-even point 65.28 CHF
Time value 0.01
Implied volatility 101.56%
Leverage 1.30
Delta 0.01
Gamma 0.00
Vega 0.00
Distance to Strike -24.74
Distance to Strike in % -61.45%

market maker quality Date: 22/08/2019

Average Spread 166.67%
Last Best Bid Price 0.00 CHF
Last Best Ask Price 0.01 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 900 CHF
Average Sell Value 3,300 CHF
Spreads Availability Ratio 99.99%
Quote Availability 99.99%

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