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Call-Warrant
Symbol:
BAZOJB
ISIN:
CH1276779712
Issuer:
Bank Julius Bär
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 | 0.450 | ||||
| Diff. absolute / % | 0.05 | +11.11% | |||
Determined prices
| Last Price | - | Volume | - | |
| Time | - | Date | - |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call-Warrant |
| ISIN | CH1276779712 |
| Valor | 127677971 |
| Symbol | BAZOJB |
| Strike | 75.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 25.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 24/07/2023 |
| Date of maturity | 20/09/2024 |
| Last trading day | 20/09/2024 |
| Settlement Type | Physical delivery |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Julius Bär |
Key data
| Intrinsic value | 0.43 |
| Time value | 0.08 |
| Implied volatility | 0.47% |
| Leverage | 5.70 |
| Delta | 0.85 |
| Gamma | 0.02 |
| Vega | 0.08 |
| Distance to Strike | -10.70 |
| Distance to Strike in % | -12.49% |
market maker quality Date: 15/07/2024
| Average Spread | 2.25% |
| Last Best Bid Price | 0.44 CHF |
| Last Best Ask Price | 0.45 CHF |
| Last Best Bid Volume | 300,000 |
| Last Best Ask Volume | 100,000 |
| Average Buy Volume | 340,943 |
| Average Sell Volume | 113,648 |
| Average Buy Value | 148,978 CHF |
| Average Sell Value | 50,796 CHF |
| Spreads Availability Ratio | 98.95% |
| Quote Availability | 98.95% |
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