Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1263885423 |
Valor | 126388542 |
Symbol | MBXNJB |
Strike | 85.00 EUR |
Type | Warrants |
Type | Bull |
Ratio | 20.00 |
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 | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Implied volatility | 0.24% |
Leverage | 5.29 |
Delta | 0.10 |
Gamma | 0.02 |
Vega | 0.10 |
Distance to Strike | 11.78 |
Distance to Strike in % | 16.09% |
Average Spread | 15.78% |
Last Best Bid Price | 0.06 CHF |
Last Best Ask Price | 0.07 CHF |
Last Best Bid Volume | 1,000,000 |
Last Best Ask Volume | 500,000 |
Average Buy Volume | 1,000,000 |
Average Sell Volume | 500,000 |
Average Buy Value | 58,592 CHF |
Average Sell Value | 34,296 CHF |
Spreads Availability Ratio | 99.00% |
Quote Availability | 99.00% |