Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1263883683 |
Valor | 126388368 |
Symbol | ATYSJB |
Strike | 16.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 5.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 06/06/2023 |
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 | 0.24 |
Time value | 0.03 |
Implied volatility | 0.20% |
Leverage | 11.32 |
Delta | 0.89 |
Gamma | 0.16 |
Vega | 0.01 |
Distance to Strike | -1.22 |
Distance to Strike in % | -7.06% |
Average Spread | 5.41% |
Last Best Bid Price | 0.21 CHF |
Last Best Ask Price | 0.22 CHF |
Last Best Bid Volume | 750,000 |
Last Best Ask Volume | 250,000 |
Average Buy Volume | 746,829 |
Average Sell Volume | 248,943 |
Average Buy Value | 134,567 CHF |
Average Sell Value | 47,345 CHF |
Spreads Availability Ratio | 98.16% |
Quote Availability | 98.16% |