Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1280665691 |
Valor | 128066569 |
Symbol | ATZDJB |
Strike | 14.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 5.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 08/08/2023 |
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 | 0.64 |
Time value | 0.02 |
Leverage | 4.95 |
Delta | 0.95 |
Gamma | 0.04 |
Vega | 0.01 |
Distance to Strike | -3.22 |
Distance to Strike in % | -18.68% |
Average Spread | 1.76% |
Last Best Bid Price | 0.59 CHF |
Last Best Ask Price | 0.60 CHF |
Last Best Bid Volume | 600,000 |
Last Best Ask Volume | 200,000 |
Average Buy Volume | 600,000 |
Average Sell Volume | 200,000 |
Average Buy Value | 337,832 CHF |
Average Sell Value | 114,611 CHF |
Spreads Availability Ratio | 98.25% |
Quote Availability | 98.25% |