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Call-Warrant
Symbol:
DESZJB
ISIN:
CH1311822790
Issuer:
Bank Julius Bär
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
26.11.24
12:45:00 |
|
0.150
|
0.160
|
CHF |
| Volume |
750,000
|
100,000
|
||
Performance
| Closing prev. day | 0.140 | ||||
| Diff. absolute / % | 0.01 | +7.14% | |||
Determined prices
| Last Price | - | Volume | - | |
| Time | - | Date | - |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call-Warrant |
| ISIN | CH1311822790 |
| Valor | 131182279 |
| Symbol | DESZJB |
| Strike | 245.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 100.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 21/12/2023 |
| Date of maturity | 21/03/2025 |
| Last trading day | 21/03/2025 |
| Settlement Type | Physical delivery |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Julius Bär |
Key data
| Implied volatility | 0.32% |
| Leverage | 8.08 |
| Delta | 0.47 |
| Gamma | 0.01 |
| Vega | 0.53 |
| Distance to Strike | 6.00 |
| Distance to Strike in % | 2.51% |
market maker quality Date: 25/11/2024
| Average Spread | 7.78% |
| Last Best Bid Price | 0.14 CHF |
| Last Best Ask Price | 0.15 CHF |
| Last Best Bid Volume | 750,000 |
| Last Best Ask Volume | 100,000 |
| Average Buy Volume | 750,000 |
| Average Sell Volume | 100,000 |
| Average Buy Value | 93,892 CHF |
| Average Sell Value | 13,519 CHF |
| Spreads Availability Ratio | 99.16% |
| Quote Availability | 99.16% |
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