Call-Warrant

Symbol: BAASCS
Underlyings: Julius Baer Group
ISIN: CH0370534635
Issuer:
Credit Suisse
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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
23/08/19
09:00:39
0.001
0.015
CHF
Volume
100,000
100,000

Performance

Closing prev. day 0.121
Diff. absolute / % -0.12 -99.17%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Call-Warrant
ISIN CH0370534635
Valor 37053463
Symbol BAASCS
Strike 56.00 CHF
Type Warrants
Type Bull
Ratio 15.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First listing date 29/06/2017
Date of maturity 20/12/2019
Last trading day 20/12/2019
Settlement Type Physical delivery
IRS 871m Not available
Currency safeguarded No
Pricing Not specified
Issuer Credit Suisse

Underlyings

Name Julius Baer Group
ISIN CH0102484968
Price 39.1900 CHF
Date 23/08/19 11:11
Ratio 15.00

Key data

Ask Price (basis for calculation) 0.0150
Calculated price of underlying 39.0700
Premium 43.91%
Premium p.a. 206.58%
Break-even point 56.23 CHF
Time value 0.02
Implied volatility 36.13%
Leverage 6.63
Delta 0.04
Gamma 0.01
Vega 0.02
Distance to Strike -17.41
Distance to Strike in % -45.12%

market maker quality Date: 22/08/2019

Average Spread -
Last Best Bid Price - CHF
Last Best Ask Price 0.02 CHF
Last Best Bid Volume 0
Last Best Ask Volume 100,000
Average Buy Volume 0
Average Sell Volume 0
Average Buy Value 0 CHF
Average Sell Value 0 CHF
Spreads Availability Ratio 0.00%
Quote Availability 100.00%

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