Call-Warrant

Termsheet  
Symbol: NVXYJB
Underlyings: Nvidia Corp.
ISIN: CH1317207855
Issuer:
Bank Julius Bär

Chart

Intraday 1 Week 1 Mth 3 Mths 6 Mths 1 Year
    
Bid 0.890
    
Ask 0.900
Created with Highcharts 8.0.009:2009:3009:4009:5010:0010:1010:2010:3010:4010:500.870.880.890.90.910.920.93

SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
29.04.25
10:58:00
0.890
0.900
CHF
Volume
450,000
150,000

Performance

Closing prev. day 0.860
Diff. absolute / % -0.03 -3.37%

Determined prices

Last Price 0.860 Volume 900
Time 11:21:18 Date 17/04/2025

More Product Information

Details Underlying Information & Tools

Core Data

Name Call-Warrant
ISIN CH1317207855
Valor 131720785
Symbol NVXYJB
Strike 90.00 USD
Type Warrants
Type Bull
Ratio 20.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 05/02/2024
Date of maturity 20/06/2025
Last trading day 20/06/2025
Settlement Type Cash payout
IRS 871m Potentially in scope for combined transactions
Currency safeguarded No
Pricing Dirty
Issuer Bank Julius Bär

Underlyings

Name Nvidia Corp.
ISIN US67066G1040
Price 95.445 EUR
Date 29/04/25 11:16
Ratio 20.00

Key data

Intrinsic value 0.62
Time value 0.05
Implied volatility 0.28%
Leverage 5.52
Delta 0.72
Gamma 0.01
Vega 0.13
Distance to Strike -12.49
Distance to Strike in % -12.19%

market maker quality Date: 28/04/2025

Average Spread 1.09%
Last Best Bid Price 0.85 CHF
Last Best Ask Price 0.86 CHF
Last Best Bid Volume 450,000
Last Best Ask Volume 150,000
Average Buy Volume 450,000
Average Sell Volume 150,000
Average Buy Value 412,630 CHF
Average Sell Value 139,043 CHF
Spreads Availability Ratio 98.37%
Quote Availability 98.37%

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