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Call-Warrant
Symbol:
BAEIJB
ISIN:
CH1298677506
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 | 0.400 | ||||
| Diff. absolute / % | 0.11 | +37.93% | |||
Determined prices
| Last Price | 0.440 | Volume | 3,100 | |
| Time | 11:15:18 | Date | 21/10/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call-Warrant |
| ISIN | CH1298677506 |
| Valor | 129867750 |
| Symbol | BAEIJB |
| Strike | 50.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 15.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 27/10/2023 |
| 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 |
Key data
| Intrinsic value | 0.42 |
| Time value | 0.02 |
| Implied volatility | 0.43% |
| Leverage | 8.27 |
| Delta | 0.97 |
| Gamma | 0.04 |
| Vega | 0.01 |
| Distance to Strike | -6.34 |
| Distance to Strike in % | -11.25% |
market maker quality Date: 20/11/2024
| Average Spread | 3.20% |
| Last Best Bid Price | 0.29 CHF |
| Last Best Ask Price | 0.30 CHF |
| Last Best Bid Volume | 1,500,000 |
| Last Best Ask Volume | 250,000 |
| Average Buy Volume | 1,500,000 |
| Average Sell Volume | 250,000 |
| Average Buy Value | 462,238 CHF |
| Average Sell Value | 79,540 CHF |
| Spreads Availability Ratio | 99.38% |
| Quote Availability | 99.38% |
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