Call-Warrant

Symbol: AMRNJB
Underlyings: AMS-OSRAM AG
ISIN: CH1424845423
Issuer:
Bank Julius Bär
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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
05.12.25
17:40:11
0.180
0.200
CHF
Volume
300,000
100,000
Trading hours for this product: 8:00 – 21:45

Performance

Closing prev. day 0.180
Diff. absolute / % 0.01 +5.88%

Determined prices

Last Price 0.220 Volume 10,000
Time 09:48:19 Date 19/11/2025

More Product Information

Core Data

Name Call-Warrant
ISIN CH1424845423
Valor 142484542
Symbol AMRNJB
Strike 9.50 CHF
Type Warrants
Type Bull
Ratio 5.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 13/03/2025
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

Underlyings

Name AMS-OSRAM AG
ISIN AT0000A3EPA4
Price 7.525 CHF
Date 05/12/25 17:30
Ratio 5.00

Key data

Delta 0.53
Gamma 0.07
Vega 0.02
Distance to Strike 1.91
Distance to Strike in % 25.08%

market maker quality Date: 03/12/2025

Average Spread 11.04%
Last Best Bid Price 0.17 CHF
Last Best Ask Price 0.18 CHF
Last Best Bid Volume 600,000
Last Best Ask Volume 200,000
Average Buy Volume 363,777
Average Sell Volume 121,259
Average Buy Value 57,490 CHF
Average Sell Value 21,164 CHF
Spreads Availability Ratio 3.99%
Quote Availability 102.12%

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