Call-Warrant

Symbol: TEMRJB
Underlyings: Temenos AG
ISIN: CH1284780595
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 0.150 Volume 40,000
Time 13:14:47 Date 09/10/2024

More Product Information

Core Data

Name Call-Warrant
ISIN CH1284780595
Valor 128478059
Symbol TEMRJB
Strike 67.50 CHF
Type Warrants
Type Bull
Ratio 20.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 22/08/2023
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 Temenos AG
ISIN CH0012453913
Price 57.75 CHF
Date 22/11/24 17:19
Ratio 20.00

Key data

Implied volatility 0.45%
Leverage 3.82
Delta 0.01
Gamma 0.01
Vega 0.01
Distance to Strike 9.55
Distance to Strike in % 16.48%

market maker quality Date: 20/11/2024

Average Spread 65.24%
Last Best Bid Price 0.01 CHF
Last Best Ask Price 0.02 CHF
Last Best Bid Volume 1,000,000
Last Best Ask Volume 150,000
Average Buy Volume 1,000,000
Average Sell Volume 150,000
Average Buy Value 10,535 CHF
Average Sell Value 3,080 CHF
Spreads Availability Ratio 99.37%
Quote Availability 99.37%

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