Call-Warrant

Symbol: EMMGJB
Underlyings: Emmi AG
ISIN: CH1337636604
Issuer:
Bank Julius Bär
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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Please note that data is only available after start of trading.

Performance

Closing prev. day 0.040
Diff. absolute / % 0.00 0.00%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Call-Warrant
ISIN CH1337636604
Valor 133763660
Symbol EMMGJB
Strike 900.00 CHF
Type Warrants
Type Bull
Ratio 250.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 12/04/2024
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

Underlyings

Name Emmi AG
ISIN CH0012829898
Price 797.00 CHF
Date 22/11/24 17:30
Ratio 250.00

Key data

Implied volatility 0.20%
Leverage 13.53
Delta 0.17
Gamma 0.00
Vega 1.52
Distance to Strike 108.00
Distance to Strike in % 13.64%

market maker quality Date: 20/11/2024

Average Spread 23.82%
Last Best Bid Price 0.03 CHF
Last Best Ask Price 0.04 CHF
Last Best Bid Volume 750,000
Last Best Ask Volume 250,000
Average Buy Volume 750,000
Average Sell Volume 250,000
Average Buy Value 28,109 CHF
Average Sell Value 11,870 CHF
Spreads Availability Ratio 99.38%
Quote Availability 99.38%

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