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Call-Warrant
Symbol:
AUZSJB
ISIN:
CH1393951939
Issuer:
Bank Julius Bär
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
29.04.25
11:21:00 |
|
0.420
|
0.430
|
CHF |
| Volume |
450,000
|
150,000
|
||
Performance
| Closing prev. day | 0.420 | ||||
| Diff. absolute / % | 0.01 | +2.38% | |||
Determined prices
| Last Price | 0.400 | Volume | 2,000 | |
| Time | 17:14:55 | Date | 24/04/2025 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call-Warrant |
| ISIN | CH1393951939 |
| Valor | 139395193 |
| Symbol | AUZSJB |
| Strike | 110.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 50.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 04/12/2024 |
| Date of maturity | 19/12/2025 |
| Last trading day | 19/12/2025 |
| Settlement Type | Physical delivery |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Julius Bär |
Key data
| Intrinsic value | 0.13 |
| Time value | 0.23 |
| Implied volatility | 0.45% |
| Leverage | 3.95 |
| Delta | 0.61 |
| Gamma | 0.01 |
| Vega | 0.35 |
| Distance to Strike | -6.40 |
| Distance to Strike in % | -5.50% |
market maker quality Date: 28/04/2025
| Average Spread | 2.34% |
| Last Best Bid Price | 0.42 CHF |
| Last Best Ask Price | 0.43 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 | 190,187 CHF |
| Average Sell Value | 64,896 CHF |
| Spreads Availability Ratio | 99.17% |
| Quote Availability | 99.17% |
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