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Call-Warrant
Symbol:
BAQSJB
ISIN:
CH1249390936
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 | 0.170 | ||||
| Diff. absolute / % | -0.01 | -8.33% | |||
Determined prices
| Last Price | 0.140 | Volume | 7,500 | |
| Time | 11:00:35 | Date | 21/11/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call-Warrant |
| ISIN | CH1249390936 |
| Valor | 124939093 |
| Symbol | BAQSJB |
| Strike | 55.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 15.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 15/03/2023 |
| 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 | 0.09 |
| Time value | 0.08 |
| Implied volatility | 0.33% |
| Leverage | 13.86 |
| Delta | 0.63 |
| Gamma | 0.09 |
| Vega | 0.06 |
| Distance to Strike | -1.34 |
| Distance to Strike in % | -2.38% |
market maker quality Date: 20/11/2024
| Average Spread | 9.23% |
| Last Best Bid Price | 0.09 CHF |
| Last Best Ask Price | 0.10 CHF |
| Last Best Bid Volume | 1,500,000 |
| Last Best Ask Volume | 300,000 |
| Average Buy Volume | 1,500,000 |
| Average Sell Volume | 300,000 |
| Average Buy Value | 156,154 CHF |
| Average Sell Value | 34,231 CHF |
| Spreads Availability Ratio | 99.38% |
| Quote Availability | 99.38% |
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