Call-Warrant

Symbol: CMBDJB
Underlyings: Cembra Money Bank
ISIN: CH0534146342
Issuer:
Bank Julius Bär
Trade

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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
28.07.21
08:46:00
-
0.220
CHF
Volume
0
20,000

Performance

Closing prev. day 0.180
Diff. absolute / % - 0.00%

Determined prices

Last Price 0.180 Volume 11,111
Time 16:04:52 Date 27/07/2021

More Product Information

Core Data

Name Call-Warrant
ISIN CH0534146342
Valor 53414634
Symbol CMBDJB
Strike 100.00 CHF
Type Warrants
Type Bull
Ratio 15.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 27/05/2020
Date of maturity 17/12/2021
Last trading day 17/12/2021
Settlement Type Physical delivery
IRS 871m Not applicable
Currency safeguarded No
Pricing Dirty
Issuer Bank Julius Bär

Underlyings

Name Cembra Money Bank
ISIN CH0225173167
Price 87.05 EUR
Date 28/07/21 09:15
Ratio 15.00

Key data

Implied volatility 0.23%
Leverage 10.39
Delta 0.30
Gamma 0.03
Vega 0.20
Distance to Strike -5.55
Distance to Strike in % -5.88%

market maker quality Date: 27/07/2021

Average Spread 4.94%
Last Best Bid Price 0.18 CHF
Last Best Ask Price 0.19 CHF
Last Best Bid Volume 200,000
Last Best Ask Volume 150,000
Average Buy Volume 200,000
Average Sell Volume 149,912
Average Buy Value 39,590 CHF
Average Sell Value 31,175 CHF
Spreads Availability Ratio 99.99%
Quote Availability 99.99%

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