Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1249391827 |
Valor | 124939182 |
Symbol | ALZFJB |
Strike | 210.00 EUR |
Type | Warrants |
Type | Bull |
Ratio | 50.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 15/03/2023 |
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 |
Intrinsic value | 1.05 |
Time value | 0.04 |
Implied volatility | 0.50% |
Leverage | 4.82 |
Delta | 1.00 |
Distance to Strike | -52.70 |
Distance to Strike in % | -20.06% |
Average Spread | 0.95% |
Last Best Bid Price | 1.03 CHF |
Last Best Ask Price | 1.04 CHF |
Last Best Bid Volume | 300,000 |
Last Best Ask Volume | 100,000 |
Average Buy Volume | 300,000 |
Average Sell Volume | 100,000 |
Average Buy Value | 315,713 CHF |
Average Sell Value | 106,238 CHF |
Spreads Availability Ratio | 95.60% |
Quote Availability | 95.60% |