Call-Warrant

Symbol: BIOYJB
Underlyings: BB Biotech AG
ISIN: CH1345888460
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 0.020
Diff. absolute / % 0.00 0.00%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Call-Warrant
ISIN CH1345888460
Valor 134588846
Symbol BIOYJB
Strike 47.50 CHF
Type Warrants
Type Bull
Ratio 15.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 24/04/2024
Date of maturity 19/09/2025
Last trading day 19/09/2025
Settlement Type Physical delivery
IRS 871m Not applicable
Currency safeguarded No
Pricing Dirty
Issuer Bank Julius Bär

Underlyings

Name BB Biotech AG
ISIN CH0038389992
Price 36.25 CHF
Date 22/11/24 17:30
Ratio 15.00

Key data

Implied volatility 0.27%
Leverage 10.65
Delta 0.09
Gamma 0.02
Vega 0.05
Distance to Strike 11.05
Distance to Strike in % 30.32%

market maker quality Date: 20/11/2024

Average Spread 46.86%
Last Best Bid Price 0.01 CHF
Last Best Ask Price 0.02 CHF
Last Best Bid Volume 1,500,000
Last Best Ask Volume 250,000
Average Buy Volume 1,500,000
Average Sell Volume 250,000
Average Buy Value 26,139 CHF
Average Sell Value 6,856 CHF
Spreads Availability Ratio 99.37%
Quote Availability 99.37%

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