Call-Warrant

Symbol: ACYEJB
ISIN: CH1345891217
Issuer:
Bank Julius Bär
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More Product Information

Core Data

Name Call-Warrant
ISIN CH1345891217
Valor 134589121
Symbol ACYEJB
Strike 37.50 CHF
Type Warrants
Type Bull
Ratio 5.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 26/04/2024
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 Accelleron Industries AG
ISIN CH1169360919
Price 44.06 CHF
Date 04/02/25 17:31
Ratio 5.00

Key data

Intrinsic value 1.31
Time value 0.42
Implied volatility 0.31%
Leverage 4.12
Delta 0.81
Gamma 0.03
Vega 0.11
Distance to Strike -6.54
Distance to Strike in % -14.85%

market maker quality Date: 31/01/2025

Average Spread 0.48%
Last Best Bid Price 2.02 CHF
Last Best Ask Price 2.03 CHF
Last Best Bid Volume 300,000
Last Best Ask Volume 100,000
Average Buy Volume 300,000
Average Sell Volume 100,000
Average Buy Value 620,541 CHF
Average Sell Value 207,847 CHF
Spreads Availability Ratio 99.27%
Quote Availability 99.27%

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