Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1240056510 |
Valor | 124005651 |
Symbol | SCMBJB |
Strike | 575.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 80.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 06/01/2023 |
Date of maturity | 21/06/2024 |
Last trading day | 21/06/2024 |
Settlement Type | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Implied volatility | 0.23% |
Leverage | 46.21 |
Delta | 0.07 |
Gamma | 0.00 |
Vega | 0.27 |
Distance to Strike | 70.50 |
Distance to Strike in % | 13.97% |
Average Spread | 66.67% |
Last Best Bid Price | 0.01 CHF |
Last Best Ask Price | 0.02 CHF |
Last Best Bid Volume | 1,000,000 |
Last Best Ask Volume | 600,000 |
Average Buy Volume | 1,000,000 |
Average Sell Volume | 600,000 |
Average Buy Value | 10,000 CHF |
Average Sell Value | 12,000 CHF |
Spreads Availability Ratio | 97.46% |
Quote Availability | 97.46% |