Call-Warrant

Symbol: EMMAJB
Underlyings: Emmi AG
ISIN: CH1276777807
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 0.020
Diff. absolute / % 0.00 0.00%

Determined prices

Last Price 0.080 Volume 50,000
Time 09:16:36 Date 30/10/2024

More Product Information

Core Data

Name Call-Warrant
ISIN CH1276777807
Valor 127677780
Symbol EMMAJB
Strike 850.00 CHF
Type Warrants
Type Bull
Ratio 250.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 20/07/2023
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 Emmi AG
ISIN CH0012829898
Price 797.00 CHF
Date 22/11/24 17:30
Ratio 250.00

Key data

Implied volatility 0.26%
Leverage 22.93
Delta 0.07
Gamma 0.00
Vega 0.30
Distance to Strike 58.00
Distance to Strike in % 7.32%

market maker quality Date: 20/11/2024

Average Spread 66.67%
Last Best Bid Price 0.01 CHF
Last Best Ask Price 0.02 CHF
Last Best Bid Volume 750,000
Last Best Ask Volume 250,000
Average Buy Volume 750,000
Average Sell Volume 250,000
Average Buy Value 7,500 CHF
Average Sell Value 5,000 CHF
Spreads Availability Ratio 99.37%
Quote Availability 99.37%

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