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Call-Warrant
Symbol:
ACYFJB
ISIN:
CH1345891225
Issuer:
Bank Julius Bär
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
22.11.24
13:01:00 |
|
2.400
|
2.410
|
CHF |
| Volume |
300,000
|
100,000
|
||
Performance
| Closing prev. day | 2.410 | ||||
| Diff. absolute / % | -0.03 | -1.24% | |||
Determined prices
| Last Price | 2.300 | Volume | 2,500 | |
| Time | 09:37:52 | Date | 06/11/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call-Warrant |
| ISIN | CH1345891225 |
| Valor | 134589122 |
| Symbol | ACYFJB |
| 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 | 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 |
Key data
| Intrinsic value | 1.88 |
| Time value | 0.46 |
| Implied volatility | 0.30% |
| Leverage | 3.52 |
| Delta | 0.83 |
| Gamma | 0.02 |
| Vega | 0.13 |
| Distance to Strike | -9.50 |
| Distance to Strike in % | -19.19% |
market maker quality Date: 20/11/2024
| Average Spread | 0.42% |
| Last Best Bid Price | 2.32 CHF |
| Last Best Ask Price | 2.33 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 | 720,432 CHF |
| Average Sell Value | 241,144 CHF |
| Spreads Availability Ratio | 99.16% |
| Quote Availability | 99.16% |
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