Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1272326112 |
Valor | 127232611 |
Symbol | HEZOJB |
Strike | 125.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 30.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 12/06/2023 |
Date of maturity | 20/09/2024 |
Last trading day | 20/09/2024 |
Settlement Type | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Implied volatility | 0.17% |
Leverage | 14.38 |
Delta | 0.25 |
Gamma | 0.03 |
Vega | 0.24 |
Distance to Strike | 5.90 |
Distance to Strike in % | 4.95% |
Average Spread | 14.17% |
Last Best Bid Price | 0.06 CHF |
Last Best Ask Price | 0.07 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 | 49,438 CHF |
Average Sell Value | 18,979 CHF |
Spreads Availability Ratio | 98.34% |
Quote Availability | 98.34% |