Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1263886025 |
Valor | 126388602 |
Symbol | DTZVJB |
Strike | 20.00 EUR |
Type | Warrants |
Type | Bull |
Ratio | 4.00 |
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 |
Delta | 0.68 |
Gamma | 0.07 |
Vega | 0.06 |
Distance to Strike | -1.67 |
Distance to Strike in % | -7.71% |
Average Spread | 1.47% |
Last Best Bid Price | 0.66 CHF |
Last Best Ask Price | 0.67 CHF |
Last Best Bid Volume | 450,000 |
Last Best Ask Volume | 150,000 |
Average Buy Volume | 450,000 |
Average Sell Volume | 150,000 |
Average Buy Value | 303,772 CHF |
Average Sell Value | 102,757 CHF |
Spreads Availability Ratio | 95.29% |
Quote Availability | 95.29% |