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Call-Warrant
Symbol:
BANCJB
ISIN:
CH1276775728
Issuer:
Bank Julius Bär
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call-Warrant |
| ISIN | CH1276775728 |
| Valor | 127677572 |
| Symbol | BANCJB |
| Strike | 77.50 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 25.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 07/07/2023 |
| 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 |
Key data
| Intrinsic value | 0.10 |
| Time value | 0.14 |
| Implied volatility | 0.40% |
| Leverage | 8.52 |
| Delta | 0.64 |
| Gamma | 0.05 |
| Vega | 0.12 |
| Distance to Strike | -2.50 |
| Distance to Strike in % | -3.13% |
market maker quality Date: 25/04/2024
| Average Spread | 4.12% |
| Last Best Bid Price | 0.22 CHF |
| Last Best Ask Price | 0.23 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 | 107,441 CHF |
| Average Sell Value | 37,314 CHF |
| Spreads Availability Ratio | 97.47% |
| Quote Availability | 97.47% |
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