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Call-Warrant
Symbol:
GAZZJB
ISIN:
CH1345893874
Issuer:
Bank Julius Bär
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 | 0.272 | ||||
| Diff. absolute / % | -0.02 | -7.84% | |||
Determined prices
| Last Price | 0.272 | Volume | 50,000 | |
| Time | 12:34:05 | Date | 22/11/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call-Warrant |
| ISIN | CH1345893874 |
| Valor | 134589387 |
| Symbol | GAZZJB |
| Strike | 80.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 25.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 03/05/2024 |
| Date of maturity | 20/12/2024 |
| Last trading day | 20/12/2024 |
| Settlement Type | Physical delivery |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Julius Bär |
Key data
| Intrinsic value | 0.28 |
| Time value | 0.01 |
| Implied volatility | 0.30% |
| Leverage | 11.45 |
| Delta | 0.97 |
| Gamma | 0.02 |
| Vega | 0.02 |
| Distance to Strike | -7.11 |
| Distance to Strike in % | -8.16% |
market maker quality Date: 20/11/2024
| Average Spread | 3.28% |
| Last Best Bid Price | 0.26 CHF |
| Last Best Ask Price | 0.27 CHF |
| Last Best Bid Volume | 450,000 |
| Last Best Ask Volume | 150,000 |
| Average Buy Volume | 450,000 |
| Average Sell Volume | 150,000 |
| Average Buy Value | 135,187 CHF |
| Average Sell Value | 46,562 CHF |
| Spreads Availability Ratio | 99.17% |
| Quote Availability | 99.17% |
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