Call-Warrant

Symbol: BAQBJB
Underlyings: Julius Baer Group
ISIN: CH1242798820
Issuer:
Bank Julius Bär
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SIX Structured Products trading

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

Performance

Closing prev. day 0.002
Diff. absolute / % 0.00 0.00%

Determined prices

Last Price 0.002 Volume 900,000
Time 14:09:24 Date 08/11/2024

More Product Information

Core Data

Name Call-Warrant
ISIN CH1242798820
Valor 124279882
Symbol BAQBJB
Strike 70.00 CHF
Type Warrants
Type Bull
Ratio 12.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 02/03/2023
Date of maturity 20/12/2024
Last trading day 20/12/2024
Settlement Type Physical delivery
IRS 871m Not applicable
Currency safeguarded No
Pricing Dirty
Issuer Bank Julius Bär

Underlyings

Name Julius Baer Group
ISIN CH0102484968
Price 56.3000 CHF
Date 22/11/24 17:30
Ratio 12.00

Key data

Implied volatility 0.45%
Leverage 9.32
Delta 0.00
Gamma 0.00
Vega 0.00
Distance to Strike 13.66
Distance to Strike in % 24.25%

market maker quality Date: 20/11/2024

Average Spread 166.67%
Last Best Bid Price 0.00 CHF
Last Best Ask Price 0.01 CHF
Last Best Bid Volume 1,500,000
Last Best Ask Volume 300,000
Average Buy Volume 1,500,000
Average Sell Volume 300,000
Average Buy Value 1,500 CHF
Average Sell Value 3,300 CHF
Spreads Availability Ratio 99.37%
Quote Availability 99.37%

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