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Call-Warrant
Symbol:
BAYCJB
ISIN:
CH1411433225
Issuer:
Bank Julius Bär
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
19.12.25
20:47:13 |
|
0.730
|
0.750
|
CHF |
| Volume |
300,000
|
100,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
Performance
| Closing prev. day | 0.680 | ||||
| Diff. absolute / % | 0.00 | 0.00% | |||
Determined prices
| Last Price | - | Volume | - | |
| Time | - | Date | - |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call-Warrant |
| ISIN | CH1411433225 |
| Valor | 141143322 |
| Symbol | BAYCJB |
| Strike | 30.00 EUR |
| Type | Warrants |
| Type | Bull |
| Ratio | 10.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 23/01/2025 |
| Date of maturity | 19/06/2026 |
| Last trading day | 19/06/2026 |
| Settlement Type | Physical delivery |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Julius Bär |
Key data
| Intrinsic value | 0.56 |
| Time value | 0.17 |
| Implied volatility | 0.41% |
| Leverage | 3.60 |
| Delta | 0.74 |
| Gamma | 0.02 |
| Vega | 0.08 |
| Distance to Strike | -5.60 |
| Distance to Strike in % | -15.74% |
market maker quality Date: 17/12/2025
| Average Spread | 2.35% |
| Last Best Bid Price | 0.67 CHF |
| Last Best Ask Price | 0.68 CHF |
| Last Best Bid Volume | 600,000 |
| Last Best Ask Volume | 200,000 |
| Average Buy Volume | 419,919 |
| Average Sell Volume | 139,973 |
| Average Buy Value | 282,968 CHF |
| Average Sell Value | 96,323 CHF |
| Spreads Availability Ratio | 5.23% |
| Quote Availability | 103.78% |
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