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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
24.08.26
20:22:35 |
|
0.430
|
0.470
|
CHF |
| Volume |
56,250
|
18,750
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
Performance
| Closing prev. day | 0.540 | ||||
| Diff. absolute / % | -0.09 | -16.67% | |||
Determined prices
| Last Price | 0.450 | Volume | 100,000 | |
| Time | 16:02:46 | Date | 05/08/2026 |
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 | 0.40 |
| Time value | 0.07 |
| Implied volatility | 0.62% |
| Leverage | 7.76 |
| Delta | 0.97 |
| Gamma | 0.02 |
| Vega | 0.01 |
| Distance to Strike | -8.00 |
| Distance to Strike in % | -10.60% |
market maker quality Date: 21/08/2026
| Average Spread | 1.81% |
| Last Best Bid Price | 0.53 CHF |
| Last Best Ask Price | 0.54 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 | 123,273 CHF |
| Average Sell Value | 41,841 CHF |
| Spreads Availability Ratio | 99.38% |
| Quote Availability | 99.38% |
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