Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1276779696 |
Valor | 127677969 |
Symbol | BANZJB |
Strike | 72.50 CHF |
Type | Warrants |
Type | Bull |
Ratio | 25.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 24/07/2023 |
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 |
Intrinsic value | 0.30 |
Time value | 0.27 |
Implied volatility | 0.43% |
Leverage | 3.98 |
Delta | 0.71 |
Gamma | 0.02 |
Vega | 0.22 |
Distance to Strike | -7.50 |
Distance to Strike in % | -9.38% |
Average Spread | 1.75% |
Last Best Bid Price | 0.55 CHF |
Last Best Ask Price | 0.56 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 | 254,418 CHF |
Average Sell Value | 86,306 CHF |
Spreads Availability Ratio | 97.47% |
Quote Availability | 97.47% |