Call-Warrant

Symbol: EMWHJB
Underlyings: Ems-Chemie Hldg. AG
ISIN: CH1284782419
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 0.260
Diff. absolute / % 0.07 +26.92%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Call-Warrant
ISIN CH1284782419
Valor 128478241
Symbol EMWHJB
Strike 700.00 CHF
Type Warrants
Type Bull
Ratio 150.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 30/08/2023
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 Ems-Chemie Hldg. AG
ISIN CH0016440353
Price 723.00 CHF
Date 16/07/24 17:02
Ratio 150.00

Key data

Intrinsic value 0.15
Time value 0.17
Implied volatility 0.21%
Leverage 8.88
Delta 0.59
Gamma 0.00
Vega 1.81
Distance to Strike -24.00
Distance to Strike in % -3.31%

market maker quality Date: 15/07/2024

Average Spread 3.40%
Last Best Bid Price 0.25 CHF
Last Best Ask Price 0.26 CHF
Last Best Bid Volume 600,000
Last Best Ask Volume 200,000
Average Buy Volume 455,258
Average Sell Volume 151,753
Average Buy Value 131,661 CHF
Average Sell Value 45,405 CHF
Spreads Availability Ratio 99.17%
Quote Availability 99.17%

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