Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1263887510 |
Valor | 126388751 |
Symbol | LANWJB |
Strike | 80.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 25.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 09/06/2023 |
Date of maturity | 21/06/2024 |
Last trading day | 21/06/2024 |
Settlement Type | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Implied volatility | 0.32% |
Leverage | 2.55 |
Delta | 0.01 |
Gamma | 0.01 |
Vega | 0.01 |
Distance to Strike | 10.90 |
Distance to Strike in % | 15.77% |
Average Spread | 63.02% |
Last Best Bid Price | 0.02 CHF |
Last Best Ask Price | 0.03 CHF |
Last Best Bid Volume | 750,000 |
Last Best Ask Volume | 250,000 |
Average Buy Volume | 750,000 |
Average Sell Volume | 250,000 |
Average Buy Value | 8,525 CHF |
Average Sell Value | 5,342 CHF |
Spreads Availability Ratio | 99.17% |
Quote Availability | 99.17% |