Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1263880143 |
Valor | 126388014 |
Symbol | MUVMJB |
Strike | 380.00 EUR |
Type | Warrants |
Type | Bull |
Ratio | 60.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 23/05/2023 |
Date of maturity | 20/09/2024 |
Last trading day | 20/09/2024 |
Settlement Type | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Intrinsic value | 0.57 |
Time value | 0.24 |
Implied volatility | 0.30% |
Leverage | 6.13 |
Delta | 0.72 |
Gamma | 0.00 |
Vega | 0.85 |
Distance to Strike | -34.30 |
Distance to Strike in % | -8.28% |
Average Spread | 1.23% |
Last Best Bid Price | 0.80 CHF |
Last Best Ask Price | 0.81 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 | 241,737 CHF |
Average Sell Value | 81,579 CHF |
Spreads Availability Ratio | 97.80% |
Quote Availability | 97.80% |