Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1263886231 |
Valor | 126388623 |
Symbol | ALZCJB |
Strike | 220.00 EUR |
Type | Warrants |
Type | Bull |
Ratio | 50.00 |
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 |
Intrinsic value | 0.85 |
Time value | 0.05 |
Implied volatility | 0.24% |
Leverage | 5.61 |
Delta | 0.96 |
Gamma | 0.01 |
Vega | 0.13 |
Distance to Strike | -42.70 |
Distance to Strike in % | -16.25% |
Average Spread | 1.15% |
Last Best Bid Price | 0.85 CHF |
Last Best Ask Price | 0.86 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 | 391,007 CHF |
Average Sell Value | 131,836 CHF |
Spreads Availability Ratio | 95.57% |
Quote Availability | 95.57% |