Call-Warrant

Symbol: BARBJB
Underlyings: Barry Callebaut AG
ISIN: CH1286518951
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 0.030
Diff. absolute / % 0.00 0.00%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Call-Warrant
ISIN CH1286518951
Valor 128651895
Symbol BARBJB
Strike 1,500.00 CHF
Type Warrants
Type Bull
Ratio 300.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 25/09/2023
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

Underlyings

Name Barry Callebaut AG
ISIN CH0009002962
Price 1,345.00 CHF
Date 22/11/24 17:19
Ratio 300.00

Key data

Implied volatility 0.34%
Leverage 31.12
Delta 0.14
Gamma 0.00
Vega 0.82
Distance to Strike 150.00
Distance to Strike in % 11.11%

market maker quality Date: 20/11/2024

Average Spread 40.00%
Last Best Bid Price 0.02 CHF
Last Best Ask Price 0.03 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 15,000 CHF
Average Sell Value 7,500 CHF
Spreads Availability Ratio 99.38%
Quote Availability 99.38%

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