Login
Call-Warrant
Symbol:
BAAVJB
ISIN:
CH1463739594
Issuer:
Bank Julius Bär
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.08.26
16:35:21 |
|
0.280
|
0.290
|
CHF |
| Volume |
300,000
|
100,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
Performance
| Closing prev. day | 0.340 | ||||
| Diff. absolute / % | -0.06 | -17.65% | |||
Determined prices
| Last Price | 0.320 | Volume | 16,000 | |
| Time | 11:51:17 | Date | 07/08/2026 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call-Warrant |
| ISIN | CH1463739594 |
| Valor | 146373959 |
| Symbol | BAAVJB |
| Strike | 72.50 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 20.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 25/07/2025 |
| 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 | 0.21 |
| Time value | 0.11 |
| Implied volatility | 0.54% |
| Leverage | 9.78 |
| Delta | 0.82 |
| Gamma | 0.05 |
| Vega | 0.05 |
| Distance to Strike | -4.30 |
| Distance to Strike in % | -5.60% |
market maker quality Date: 21/08/2026
| Average Spread | 2.89% |
| Last Best Bid Price | 0.32 CHF |
| Last Best Ask Price | 0.33 CHF |
| Last Best Bid Volume | 300,000 |
| Last Best Ask Volume | 100,000 |
| Average Buy Volume | 300,000 |
| Average Sell Volume | 100,000 |
| Average Buy Value | 102,272 CHF |
| Average Sell Value | 35,091 CHF |
| Spreads Availability Ratio | 99.38% |
| Quote Availability | 99.38% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)