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Call-Warrant
Symbol:
ACZZJB
ISIN:
CH1337634674
Issuer:
Bank Julius Bär
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
22.11.24
13:27:00 |
|
2.150
|
2.160
|
CHF |
| Volume |
300,000
|
75,000
|
||
Performance
| Closing prev. day | 2.120 | ||||
| Diff. absolute / % | 0.02 | +0.94% | |||
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 | CH1337634674 |
| Valor | 133763467 |
| Symbol | ACZZJB |
| Strike | 40.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 5.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 09/04/2024 |
| Date of maturity | 21/03/2025 |
| Last trading day | 21/03/2025 |
| Settlement Type | Physical delivery |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Julius Bär |
Key data
| Intrinsic value | 1.88 |
| Time value | 0.17 |
| Implied volatility | 0.37% |
| Leverage | 4.53 |
| Delta | 0.94 |
| Gamma | 0.02 |
| Vega | 0.03 |
| Distance to Strike | -9.50 |
| Distance to Strike in % | -19.19% |
market maker quality Date: 20/11/2024
| Average Spread | 0.47% |
| Last Best Bid Price | 2.04 CHF |
| Last Best Ask Price | 2.05 CHF |
| Last Best Bid Volume | 300,000 |
| Last Best Ask Volume | 75,000 |
| Average Buy Volume | 300,000 |
| Average Sell Volume | 75,000 |
| Average Buy Value | 634,867 CHF |
| Average Sell Value | 159,467 CHF |
| Spreads Availability Ratio | 99.17% |
| Quote Availability | 99.17% |
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