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Call-Warrant
Symbol:
ACZUJB
ISIN:
CH1332113468
Issuer:
Bank Julius Bär
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
22.11.24
12:38:00 |
|
2.260
|
2.270
|
CHF |
| Volume |
450,000
|
75,000
|
||
Performance
| Closing prev. day | 2.270 | ||||
| Diff. absolute / % | -0.05 | -3.05% | |||
Determined prices
| Last Price | - | Volume | - | |
| Time | - | Date | - |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call-Warrant |
| ISIN | CH1332113468 |
| Valor | 133211346 |
| Symbol | ACZUJB |
| Strike | 35.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 7.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 28/03/2024 |
| 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 |
Key data
| Intrinsic value | 2.07 |
| Time value | 0.16 |
| Implied volatility | 0.31% |
| Leverage | 2.95 |
| Delta | 0.93 |
| Gamma | 0.01 |
| Vega | 0.07 |
| Distance to Strike | -14.50 |
| Distance to Strike in % | -29.29% |
market maker quality Date: 20/11/2024
| Average Spread | 0.44% |
| Last Best Bid Price | 2.21 CHF |
| Last Best Ask Price | 2.22 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 | 1,022,290 CHF |
| Average Sell Value | 171,132 CHF |
| Spreads Availability Ratio | 99.16% |
| Quote Availability | 99.16% |
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