Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1276781460 |
Valor | 127678146 |
Symbol | ATTDJB |
Strike | 15.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 5.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 27/07/2023 |
Date of maturity | 20/12/2024 |
Last trading day | 20/12/2024 |
Settlement Type | Cash payout |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Intrinsic value | 0.44 |
Time value | 0.07 |
Implied volatility | 0.13% |
Leverage | 5.96 |
Delta | 0.88 |
Gamma | 0.08 |
Vega | 0.03 |
Distance to Strike | -2.22 |
Distance to Strike in % | -12.87% |
Average Spread | 2.33% |
Last Best Bid Price | 0.45 CHF |
Last Best Ask Price | 0.46 CHF |
Last Best Bid Volume | 600,000 |
Last Best Ask Volume | 200,000 |
Average Buy Volume | 726,210 |
Average Sell Volume | 242,070 |
Average Buy Value | 307,155 CHF |
Average Sell Value | 104,806 CHF |
Spreads Availability Ratio | 98.13% |
Quote Availability | 98.13% |