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Call-Warrant
Symbol:
DESAJB
ISIN:
CH1321761079
Issuer:
Bank Julius Bär
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
26.11.24
09:20:00 |
|
0.320
|
0.330
|
CHF |
| Volume |
750,000
|
75,000
|
||
Performance
| Closing prev. day | 0.350 | ||||
| Diff. absolute / % | 0.01 | +2.94% | |||
Determined prices
| Last Price | 0.340 | Volume | 20,000 | |
| Time | 17:06:12 | Date | 15/11/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call-Warrant |
| ISIN | CH1321761079 |
| Valor | 132176107 |
| Symbol | DESAJB |
| Strike | 230.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 80.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 08/02/2024 |
| Date of maturity | 20/06/2025 |
| Last trading day | 20/06/2025 |
| Settlement Type | Physical delivery |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Julius Bär |
Key data
| Intrinsic value | 0.13 |
| Time value | 0.22 |
| Implied volatility | 0.31% |
| Leverage | 5.55 |
| Delta | 0.63 |
| Gamma | 0.01 |
| Vega | 0.68 |
| Distance to Strike | -10.00 |
| Distance to Strike in % | -4.17% |
market maker quality Date: 25/11/2024
| Average Spread | 3.01% |
| Last Best Bid Price | 0.35 CHF |
| Last Best Ask Price | 0.36 CHF |
| Last Best Bid Volume | 600,000 |
| Last Best Ask Volume | 75,000 |
| Average Buy Volume | 695,690 |
| Average Sell Volume | 75,000 |
| Average Buy Value | 227,255 CHF |
| Average Sell Value | 25,415 CHF |
| Spreads Availability Ratio | 99.16% |
| Quote Availability | 99.16% |
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