Call-Warrant

Symbol: EMZGJB
Underlyings: Emmi AG
ISIN: CH1345888494
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 0.070
Diff. absolute / % 0.00 0.00%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Call-Warrant
ISIN CH1345888494
Valor 134588849
Symbol EMZGJB
Strike 900.00 CHF
Type Warrants
Type Bull
Ratio 300.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 24/04/2024
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

Underlyings

Name Emmi AG
ISIN CH0012829898
Price 797.00 CHF
Date 22/11/24 17:30
Ratio 300.00

Key data

Implied volatility 0.20%
Leverage 8.12
Delta 0.25
Gamma 0.00
Vega 2.56
Distance to Strike 108.00
Distance to Strike in % 13.64%

market maker quality Date: 20/11/2024

Average Spread 13.82%
Last Best Bid Price 0.06 CHF
Last Best Ask Price 0.07 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 50,737 CHF
Average Sell Value 19,412 CHF
Spreads Availability Ratio 99.37%
Quote Availability 99.37%

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