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Call-Warrant
Symbol:
BAOCJB
ISIN:
CH1405802807
Issuer:
Bank Julius Bär
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
19.12.25
21:09:56 |
|
0.840
|
0.880
|
CHF |
| Volume |
300,000
|
100,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
Performance
| Closing prev. day | 0.820 | ||||
| Diff. absolute / % | 0.06 | +14.63% | |||
Determined prices
| Last Price | - | Volume | - | |
| Time | - | Date | - |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call-Warrant |
| ISIN | CH1405802807 |
| Valor | 140580280 |
| Symbol | BAOCJB |
| Strike | 28.00 EUR |
| Type | Warrants |
| Type | Bull |
| Ratio | 10.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 07/01/2025 |
| Date of maturity | 19/06/2026 |
| Last trading day | 19/06/2026 |
| Settlement Type | Physical delivery |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Julius Bär |
Key data
| Intrinsic value | 0.76 |
| Time value | 0.11 |
| Implied volatility | 0.41% |
| Leverage | 3.23 |
| Delta | 0.79 |
| Gamma | 0.02 |
| Vega | 0.07 |
| Distance to Strike | -7.60 |
| Distance to Strike in % | -21.36% |
market maker quality Date: 17/12/2025
| Average Spread | 3.71% |
| Last Best Bid Price | 0.80 CHF |
| Last Best Ask Price | 0.81 CHF |
| Last Best Bid Volume | 600,000 |
| Last Best Ask Volume | 200,000 |
| Average Buy Volume | 396,612 |
| Average Sell Volume | 132,204 |
| Average Buy Value | 318,797 CHF |
| Average Sell Value | 109,622 CHF |
| Spreads Availability Ratio | 4.63% |
| Quote Availability | 101.71% |
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