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Call-Warrant
Symbol:
BAAWJB
ISIN:
CH1463739602
Issuer:
Bank Julius Bär
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
25.06.26
17:55:47 |
|
0.460
|
0.480
|
CHF |
| Volume |
75,000
|
25,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
Performance
| Closing prev. day | 0.450 | ||||
| Diff. absolute / % | 0.01 | +2.22% | |||
Determined prices
| Last Price | 0.450 | Volume | 40,000 | |
| Time | 16:23:00 | Date | 24/06/2026 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call-Warrant |
| ISIN | CH1463739602 |
| Valor | 146373960 |
| Symbol | BAAWJB |
| Strike | 67.50 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 | 0.26 |
| Implied volatility | 0.55% |
| Leverage | 4.98 |
| Delta | 0.65 |
| Gamma | 0.03 |
| Vega | 0.13 |
| Distance to Strike | -4.25 |
| Distance to Strike in % | -5.92% |
market maker quality Date: 24/06/2026
| Average Spread | 2.27% |
| Last Best Bid Price | 0.44 CHF |
| Last Best Ask Price | 0.45 CHF |
| Last Best Bid Volume | 300,000 |
| Last Best Ask Volume | 100,000 |
| Average Buy Volume | 347,571 |
| Average Sell Volume | 115,873 |
| Average Buy Value | 150,799 CHF |
| Average Sell Value | 51,432 CHF |
| Spreads Availability Ratio | 99.36% |
| Quote Availability | 99.36% |
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