Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1242488893 |
Valor | 124248889 |
Symbol | SPZVJB |
Strike | 4,800.00 Points |
Type | Warrants |
Type | Bull |
Ratio | 100.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | European |
Currency | Swiss Franc |
First Trading Date | 12/01/2023 |
Date of maturity | 21/06/2024 |
Last trading day | 21/06/2024 |
Settlement Type | Cash payout |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Intrinsic value | 3.04 |
Time value | 0.28 |
Leverage | 14.48 |
Delta | 0.94 |
Gamma | 0.00 |
Vega | 2.32 |
Distance to Strike | -304.30 |
Distance to Strike in % | -5.96% |
Average Spread | 0.36% |
Last Best Bid Price | 2.63 CHF |
Last Best Ask Price | 2.64 CHF |
Last Best Bid Volume | 150,000 |
Last Best Ask Volume | 50,000 |
Average Buy Volume | 147,600 |
Average Sell Volume | 49,200 |
Average Buy Value | 412,833 CHF |
Average Sell Value | 138,103 CHF |
Spreads Availability Ratio | 97.21% |
Quote Availability | 97.21% |