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Call-Warrant
Symbol:
VONJJB
ISIN:
CH1286512889
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 | 0.220 | ||||
| Diff. absolute / % | -0.01 | -4.55% | |||
Determined prices
| Last Price | 0.180 | Volume | 100,000 | |
| Time | 13:09:24 | Date | 10/07/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call-Warrant |
| ISIN | CH1286512889 |
| Valor | 128651288 |
| Symbol | VONJJB |
| Strike | 52.50 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 20.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 13/09/2023 |
| 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 | 0.17 |
| Time value | 0.05 |
| Implied volatility | 0.28% |
| Leverage | 12.42 |
| Delta | 0.94 |
| Gamma | 0.11 |
| Vega | 0.03 |
| Distance to Strike | -3.30 |
| Distance to Strike in % | -5.91% |
market maker quality Date: 15/07/2024
| Average Spread | 4.61% |
| Last Best Bid Price | 0.21 CHF |
| Last Best Ask Price | 0.22 CHF |
| Last Best Bid Volume | 750,000 |
| Last Best Ask Volume | 150,000 |
| Average Buy Volume | 750,000 |
| Average Sell Volume | 131,357 |
| Average Buy Value | 159,209 CHF |
| Average Sell Value | 29,240 CHF |
| Spreads Availability Ratio | 99.27% |
| Quote Availability | 99.27% |
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