Call-Warrant

Symbol: LHNQJB
Underlyings: LafargeHolcim Ltd.
ISIN: CH1107970555
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
10:13:00
0.230
0.240
CHF
Volume
400,000
400,000

Performance

Closing prev. day 0.230
Diff. absolute / % - 0.00%

Determined prices

Last Price 0.220 Volume 100,000
Time 16:50:37 Date 22/07/2021

More Product Information

Core Data

Name Call-Warrant
ISIN CH1107970555
Valor 110797055
Symbol LHNQJB
Strike 57.50 CHF
Type Warrants
Type Bull
Ratio 10.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 08/04/2021
Date of maturity 18/03/2022
Last trading day 18/03/2022
Settlement Type Physical delivery
IRS 871m Not applicable
Currency safeguarded No
Pricing Dirty
Issuer Bank Julius Bär

Underlyings

Name LafargeHolcim Ltd.
ISIN CH0012214059
Price 53.46 CHF
Date 28/07/21 10:12
Ratio 10.00

Key data

Implied volatility 0.24%
Leverage 8.15
Delta 0.37
Gamma 0.04
Vega 0.16
Distance to Strike -4.14
Distance to Strike in % -7.76%

market maker quality Date: 27/07/2021

Average Spread 4.39%
Last Best Bid Price 0.23 CHF
Last Best Ask Price 0.24 CHF
Last Best Bid Volume 400,000
Last Best Ask Volume 400,000
Average Buy Volume 400,000
Average Sell Volume 400,000
Average Buy Value 89,092 CHF
Average Sell Value 93,092 CHF
Spreads Availability Ratio 100.00%
Quote Availability 100.00%

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