Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1263883733 |
Valor | 126388373 |
Symbol | AMUSJB |
Strike | 150.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 25.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 06/06/2023 |
Date of maturity | 20/12/2024 |
Last trading day | 20/12/2024 |
Settlement Type | Cash payout |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Intrinsic value | 1.09 |
Time value | 0.36 |
Implied volatility | 0.29% |
Leverage | 4.38 |
Delta | 0.90 |
Gamma | 0.01 |
Vega | 0.26 |
Distance to Strike | -27.18 |
Distance to Strike in % | -15.34% |
Average Spread | 0.77% |
Last Best Bid Price | 1.27 CHF |
Last Best Ask Price | 1.28 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 | 386,009 CHF |
Average Sell Value | 129,670 CHF |
Spreads Availability Ratio | 99.21% |
Quote Availability | 99.21% |