Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1276779308 |
Valor | 127677930 |
Symbol | LANEJB |
Strike | 75.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 20.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 24/07/2023 |
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 | 0.26% |
Leverage | 7.61 |
Delta | 0.20 |
Gamma | 0.04 |
Vega | 0.12 |
Distance to Strike | 5.90 |
Distance to Strike in % | 8.54% |
Average Spread | 9.91% |
Last Best Bid Price | 0.10 CHF |
Last Best Ask Price | 0.11 CHF |
Last Best Bid Volume | 600,000 |
Last Best Ask Volume | 200,000 |
Average Buy Volume | 632,362 |
Average Sell Volume | 210,787 |
Average Buy Value | 60,701 CHF |
Average Sell Value | 22,341 CHF |
Spreads Availability Ratio | 99.17% |
Quote Availability | 99.17% |