Symbol: BANIJB
Underlyings: Bachem Hldg. AG
ISIN: CH1120037838
Bank Julius Bär



SIX Structured Products trading

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


Closing prev. day 1.040
Diff. absolute / % -0.03 -2.91%

Determined prices

Last Price 0.830 Volume 150,000
Time 15:43:26 Date 15/09/2021

More Product Information

Core Data

Name Call-Warrant
ISIN CH1120037838
Valor 112003783
Strike 560.00 CHF
Type Warrants
Type Bull
Ratio 250.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 12/07/2021
Date of maturity 16/09/2022
Last trading day 16/09/2022
Settlement Type Physical delivery
IRS 871m Not applicable
Currency safeguarded No
Pricing Dirty
Issuer Bank Julius Bär


Name Bachem Hldg. AG
ISIN CH0012530207
Price 792.00 CHF
Date 24/09/21 17:31
Ratio 250.00

Key data

Intrinsic value 0.93
Time value 0.07
Implied volatility 0.38%
Leverage 2.85
Delta 0.90
Gamma 0.00
Vega 1.36
Distance to Strike 233.00
Distance to Strike in % 29.38%

market maker quality Date: 23/09/2021

Average Spread 0.95%
Last Best Bid Price 1.04 CHF
Last Best Ask Price 1.05 CHF
Last Best Bid Volume 450,000
Last Best Ask Volume 100,000
Average Buy Volume 450,000
Average Sell Volume 100,000
Average Buy Value 469,472 CHF
Average Sell Value 105,327 CHF
Spreads Availability Ratio 99.85%
Quote Availability 99.85%

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