Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1249400115 |
Valor | 124940011 |
Symbol | AMTTJB |
Strike | 130.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 25.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 23/03/2023 |
Date of maturity | 20/09/2024 |
Last trading day | 20/09/2024 |
Settlement Type | Cash payout |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Intrinsic value | 1.89 |
Time value | 0.01 |
Leverage | 3.71 |
Delta | 0.99 |
Gamma | 0.00 |
Vega | 0.02 |
Distance to Strike | -47.18 |
Distance to Strike in % | -26.63% |
Average Spread | 0.58% |
Last Best Bid Price | 1.70 CHF |
Last Best Ask Price | 1.71 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 | 516,533 CHF |
Average Sell Value | 173,178 CHF |
Spreads Availability Ratio | 99.37% |
Quote Availability | 99.37% |