Call-Warrant

Symbol: BCHRJB
ISIN: CH1337638170
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 0.520
Diff. absolute / % 0.00 0.00%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Call-Warrant
ISIN CH1337638170
Valor 133763817
Symbol BCHRJB
Strike 650.00 CHF
Type Warrants
Type Bull
Ratio 150.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 16/04/2024
Date of maturity 19/09/2025
Last trading day 19/09/2025
Settlement Type Physical delivery
IRS 871m Not applicable
Currency safeguarded No
Pricing Dirty
Issuer Bank Julius Bär

Underlyings

Name Burckhardt Compression Hldg. AG
ISIN CH0025536027
Price 665.00 CHF
Date 22/11/24 17:30
Ratio 150.00

Key data

Intrinsic value 0.05
Time value 0.46
Implied volatility 0.32%
Leverage 4.84
Delta 0.56
Gamma 0.00
Vega 2.34
Distance to Strike -8.00
Distance to Strike in % -1.22%

market maker quality Date: 20/11/2024

Average Spread 1.84%
Last Best Bid Price 0.55 CHF
Last Best Ask Price 0.56 CHF
Last Best Bid Volume 600,000
Last Best Ask Volume 150,000
Average Buy Volume 600,000
Average Sell Volume 150,000
Average Buy Value 322,604 CHF
Average Sell Value 82,151 CHF
Spreads Availability Ratio 99.38%
Quote Availability 99.38%

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