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Call-Warrant
Symbol:
BAEBJB
ISIN:
CH1225607097
Issuer:
Bank Julius Bär
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
| Please note that data is only available after start of trading. | ||||
Performance
| Closing prev. day | 0.280 | ||||
| Diff. absolute / % | -0.02 | -6.90% | |||
Determined prices
| Last Price | 0.270 | Volume | 25,000 | |
| Time | 09:58:27 | Date | 13/05/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call-Warrant |
| ISIN | CH1225607097 |
| Valor | 122560709 |
| Symbol | BAEBJB |
| Strike | 52.50 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 12.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 05/01/2023 |
| Date of maturity | 21/06/2024 |
| Last trading day | 21/06/2024 |
| Settlement Type | Physical delivery |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Julius Bär |
Key data
| Implied volatility | 0.47% |
| Delta | 0.72 |
| Gamma | 0.10 |
| Vega | 0.05 |
| Distance to Strike | -1.98 |
| Distance to Strike in % | -3.63% |
market maker quality Date: 16/05/2024
| Average Spread | 3.55% |
| Last Best Bid Price | 0.28 CHF |
| Last Best Ask Price | 0.29 CHF |
| Last Best Bid Volume | 200,000 |
| Last Best Ask Volume | 200,000 |
| Average Buy Volume | 200,000 |
| Average Sell Volume | 200,000 |
| Average Buy Value | 55,403 CHF |
| Average Sell Value | 57,403 CHF |
| Spreads Availability Ratio | 99.27% |
| Quote Availability | 99.27% |
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