SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 1.650 | ||||
Diff. absolute / % | 0.02 | +1.23% |
Last Price | 1.270 | Volume | 8,000 | |
Time | 13:52:49 | Date | 10/04/2025 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1327232364 |
Valor | 132723236 |
Symbol | BAVTJB |
Strike | 145.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 25.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 28/02/2024 |
Date of maturity | 19/12/2025 |
Last trading day | 19/12/2025 |
Settlement Type | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Intrinsic value | 1.98 |
Time value | 0.02 |
Implied volatility | 0.34% |
Leverage | 3.19 |
Delta | 0.82 |
Gamma | 0.00 |
Vega | 0.38 |
Distance to Strike | -49.60 |
Distance to Strike in % | -25.49% |
Average Spread | 0.64% |
Last Best Bid Price | 1.62 CHF |
Last Best Ask Price | 1.63 CHF |
Last Best Bid Volume | 450,000 |
Last Best Ask Volume | 75,000 |
Average Buy Volume | 450,000 |
Average Sell Volume | 75,000 |
Average Buy Value | 702,271 CHF |
Average Sell Value | 117,795 CHF |
Spreads Availability Ratio | 99.17% |
Quote Availability | 99.17% |