Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1280665865 |
Valor | 128066586 |
Symbol | DTERJB |
Strike | 19.00 EUR |
Type | Warrants |
Type | Bull |
Ratio | 4.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 08/08/2023 |
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 |
Delta | 0.80 |
Gamma | 0.07 |
Vega | 0.04 |
Distance to Strike | -2.67 |
Distance to Strike in % | -12.32% |
Average Spread | 1.24% |
Last Best Bid Price | 0.78 CHF |
Last Best Ask Price | 0.79 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 | 359,803 CHF |
Average Sell Value | 121,434 CHF |
Spreads Availability Ratio | 95.23% |
Quote Availability | 95.23% |