Call-Warrant

Symbol: DOKAJB
Underlyings: Dormakaba AG
ISIN: CH0454925774
Issuer:
Bank Julius Bär
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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
16/09/19
14:33:56
0.110
0.120
CHF
Volume
750,000
250,000

Performance

Closing prev. day 0.160
Diff. absolute / % -0.05 -31.25%

Determined prices

Last Price 0.160 Volume 10,000
Time 16:02:43 Date 13/09/2019

More Product Information

Core Data

Name Call-Warrant
ISIN CH0454925774
Valor 45492577
Symbol DOKAJB
Strike 650.00 CHF
Type Warrants
Type Bull
Ratio 200.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First listing date 29/01/2019
Date of maturity 20/12/2019
Last trading day 20/12/2019
Settlement Type Physical delivery
IRS 871m Not applicable
Currency safeguarded No
Pricing Not specified
Issuer Bank Julius Bär

Underlyings

Name Dormakaba AG
ISIN CH0011795959
Price 633.50 CHF
Date 16/09/19 14:36
Ratio 200.00

Key data

Ask Price (basis for calculation) 0.1600
Calculated price of underlying 648.5000
Premium 5.17%
Premium p.a. 20.80%
Break-even point 682.00 CHF
Time value 0.16
Implied volatility 23.19%
Leverage 10.88
Delta 0.54
Gamma 0.00
Vega 1.33
Distance to Strike -2.00
Distance to Strike in % -0.31%

market maker quality Date: 12/09/2019

Average Spread 4.50%
Last Best Bid Price 0.24 CHF
Last Best Ask Price 0.25 CHF
Last Best Bid Volume 750,000
Last Best Ask Volume 250,000
Average Buy Volume 747,486
Average Sell Volume 250,891
Average Buy Value 164,606 CHF
Average Sell Value 57,727 CHF
Spreads Availability Ratio 99.03%
Quote Availability 99.48%

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