Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1263888013 |
Valor | 126388801 |
Symbol | ADYVJB |
Strike | 27.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 5.00 |
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 |
Intrinsic value | 1.10 |
Time value | 0.06 |
Implied volatility | 0.51% |
Leverage | 4.88 |
Delta | 0.87 |
Gamma | 0.04 |
Vega | 0.02 |
Distance to Strike | -5.52 |
Distance to Strike in % | -16.97% |
Average Spread | 0.89% |
Last Best Bid Price | 1.13 CHF |
Last Best Ask Price | 1.14 CHF |
Last Best Bid Volume | 300,000 |
Last Best Ask Volume | 75,000 |
Average Buy Volume | 300,000 |
Average Sell Volume | 75,000 |
Average Buy Value | 334,695 CHF |
Average Sell Value | 84,424 CHF |
Spreads Availability Ratio | 99.17% |
Quote Availability | 99.17% |