Call-Warrant

Symbol: BAEGJB
Underlyings: Julius Baer Group
ISIN: CH0417079305
Issuer:
Bank Julius Bär
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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
20/06/19
09:21:07
0.026
0.031
CHF
Volume
1.00 m.
500,000

Performance

Closing prev. day 0.080
Diff. absolute / % -0.05 -67.50%

Determined prices

Last Price 0.080 Volume 20,000
Time 10:31:28 Date 26/04/2019

More Product Information

Core Data

Name Call-Warrant
ISIN CH0417079305
Valor 41707930
Symbol BAEGJB
Strike 60.00 CHF
Type Warrants
Type Bull
Ratio 15.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First listing date 04/06/2018
Date of maturity 20/12/2019
Last trading day 20/12/2019
Settlement Type Physical delivery
IRS 871m Not applicable
Currency safeguarded No
Pricing Not specified
Issuer Bank Julius Bär

Underlyings

Name Julius Baer Group
ISIN CH0102484968
Price 42.68 CHF
Date 20/06/19 09:20
Ratio 15.00

Key data

Ask Price (basis for calculation) 0.0300
Calculated price of underlying 42.3600
Premium 42.71%
Premium p.a. 103.02%
Break-even point 60.45 CHF
Time value 0.03
Implied volatility 35.16%
Leverage 6.20
Delta 0.07
Gamma 0.01
Vega 0.04
Distance to Strike -17.48
Distance to Strike in % -41.11%

market maker quality Date: 19/06/2019

Average Spread 18.01%
Last Best Bid Price 0.03 CHF
Last Best Ask Price 0.03 CHF
Last Best Bid Volume 1,000,000
Last Best Ask Volume 500,000
Average Buy Volume 1,000,000
Average Sell Volume 500,000
Average Buy Value 25,284 CHF
Average Sell Value 15,142 CHF
Spreads Availability Ratio 99.74%
Quote Availability 99.74%

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