Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1276778466 |
Valor | 127677846 |
Symbol | MBGIJB |
Strike | 75.00 EUR |
Type | Warrants |
Type | Bull |
Ratio | 20.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 21/07/2023 |
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 |
Implied volatility | 0.25% |
Leverage | 6.79 |
Delta | 0.39 |
Gamma | 0.04 |
Vega | 0.22 |
Distance to Strike | 1.78 |
Distance to Strike in % | 2.43% |
Average Spread | 5.39% |
Last Best Bid Price | 0.17 CHF |
Last Best Ask Price | 0.18 CHF |
Last Best Bid Volume | 1,000,000 |
Last Best Ask Volume | 400,000 |
Average Buy Volume | 1,000,000 |
Average Sell Volume | 400,000 |
Average Buy Value | 180,939 CHF |
Average Sell Value | 76,376 CHF |
Spreads Availability Ratio | 99.03% |
Quote Availability | 99.03% |