Call-Warrant

Symbol: BAELJB
Underlyings: Julius Baer Group
ISIN: CH0556416334
Issuer:
Bank Julius Bär
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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Please note that data is only available after start of trading.

Performance

Closing prev. day 1.040
Diff. absolute / % 0.07 +6.93%

Determined prices

Last Price 1.040 Volume 150,000
Time 09:16:55 Date 05/05/2021

More Product Information

Core Data

Name Call-Warrant
ISIN CH0556416334
Valor 55641633
Symbol BAELJB
Strike 47.50 CHF
Type Warrants
Type Bull
Ratio 10.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First listing date 14/09/2020
Date of maturity 17/09/2021
Last trading day 17/09/2021
Settlement Type Keine Angabe
IRS 871m Not available
Currency safeguarded No
Pricing Keine Angabe
Issuer Bank Julius Bär

Underlyings

Name Julius Baer Group
ISIN CH0102484968
Price 57.24 CHF
Date 05/05/21 17:31
Ratio 10.00

Key data

Intrinsic value 0.96
Time value 0.10
Implied volatility 0.34%
Leverage 5.07
Delta 0.94
Gamma 0.02
Vega 0.04
Distance to Strike 9.56
Distance to Strike in % 16.75%

market maker quality Date: 04/05/2021

Average Spread 0.91%
Last Best Bid Price 1.01 CHF
Last Best Ask Price 1.02 CHF
Last Best Bid Volume 600,000
Last Best Ask Volume 200,000
Average Buy Volume 600,000
Average Sell Volume 200,000
Average Buy Value 658,389 CHF
Average Sell Value 221,463 CHF
Spreads Availability Ratio 99.94%
Quote Availability 99.94%

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