Call-Warrant

Symbol: DISGJB
Underlyings: Walt Disney Co.
ISIN: CH0428539610
Issuer:
Bank Julius Bär
Trade

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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
23/07/19
13:50:59
0.520
0.530
CHF
Volume
225,000
75,000

Performance

Closing prev. day -
Diff. absolute / % 0.47 +940.00%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Call-Warrant
ISIN CH0428539610
Valor 42853961
Symbol DISGJB
Strike 130.00 USD
Type Warrants
Type Bull
Ratio 25.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First listing date 22/08/2018
Date of maturity 20/09/2019
Last trading day 20/09/2019
Settlement Type Cash payout
IRS 871m Potentially in scope for combined transactions
Currency safeguarded No
Pricing Not specified
Issuer Bank Julius Bär

Underlyings

Name Walt Disney Co.
ISIN US2546871060
Price 140.84 USD
Date 22/07/19 22:00
Ratio 25.00

Key data

Ask Price (basis for calculation) 0.5200
Calculated price of underlying 138.4390
Premium 1.71%
Premium p.a. 11.15%
Break-even point 143.22 USD
Time value 0.09
Implied volatility 27.83%
Leverage 9.39
Delta 0.88
Gamma 0.02
Vega 0.10
Distance to Strike 10.58
Distance to Strike in % 7.53%

market maker quality Date: 22/07/2019

Average Spread 1.97%
Last Best Bid Price 0.50 CHF
Last Best Ask Price 0.51 CHF
Last Best Bid Volume 225,000
Last Best Ask Volume 75,000
Average Buy Volume 225,000
Average Sell Volume 75,000
Average Buy Value 113,021 CHF
Average Sell Value 38,424 CHF
Spreads Availability Ratio 99.43%
Quote Availability 99.43%

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