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Call-Warrant
Symbol:
CAYDJB
ISIN:
CH1327234345
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 | 0.810 | ||||
| Diff. absolute / % | 0.08 | +11.76% | |||
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 | CH1327234345 |
| Valor | 132723434 |
| Symbol | CAYDJB |
| Strike | 380.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 50.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 04/03/2024 |
| Date of maturity | 20/06/2025 |
| Last trading day | 20/06/2025 |
| Settlement Type | Cash payout |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Julius Bär |
Underlyings
| Name | Caterpillar Inc. |
| ISIN | US1491231015 |
| Price |
382.00 EUR
|
| Date | 23/11/24 10:04 |
| Ratio | 50.00 |
Key data
| Intrinsic value | 0.21 |
| Time value | 0.58 |
| Implied volatility | 0.25% |
| Leverage | 6.22 |
| Delta | 0.63 |
| Gamma | 0.00 |
| Vega | 1.12 |
| Distance to Strike | -10.68 |
| Distance to Strike in % | -2.73% |
market maker quality Date: 20/11/2024
| Average Spread | 1.41% |
| Last Best Bid Price | 0.68 CHF |
| Last Best Ask Price | 0.69 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 | 316,598 CHF |
| Average Sell Value | 107,033 CHF |
| Spreads Availability Ratio | 97.34% |
| Quote Availability | 97.34% |
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