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Put-Warrant
Symbol:
CAAEJB
ISIN:
CH1500302638
Issuer:
Bank Julius Bär
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.06.26
09:06:33 |
|
0.200
|
0.210
|
CHF |
| Volume |
1.00 m.
|
500,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
Performance
| Closing prev. day | 0.210 | ||||
| Diff. absolute / % | 0.01 | +5.00% | |||
Determined prices
| Last Price | - | Volume | - | |
| Time | - | Date | - |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Put-Warrant |
| ISIN | CH1500302638 |
| Valor | 150030263 |
| Symbol | CAAEJB |
| Strike | 675.00 USD |
| Type | Warrants |
| Type | Bear |
| Ratio | 80.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 11/12/2025 |
| Date of maturity | 18/12/2026 |
| Last trading day | 18/12/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Julius Bär |
Key data
| Implied volatility | 0.50% |
| Leverage | 4.37 |
| Delta | -0.08 |
| Gamma | 0.00 |
| Vega | 1.00 |
| Distance to Strike | 307.25 |
| Distance to Strike in % | 31.28% |
market maker quality Date: 23/06/2026
| Average Spread | 4.60% |
| Last Best Bid Price | 0.23 CHF |
| Last Best Ask Price | 0.24 CHF |
| Last Best Bid Volume | 1,000,000 |
| Last Best Ask Volume | 400,000 |
| Average Buy Volume | 1,000,000 |
| Average Sell Volume | 482,717 |
| Average Buy Value | 212,470 CHF |
| Average Sell Value | 107,211 CHF |
| Spreads Availability Ratio | 97.11% |
| Quote Availability | 97.11% |
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