Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1280666897 |
Valor | 128066689 |
Symbol | LAXVJB |
Strike | 70.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 20.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 17/08/2023 |
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 |
Implied volatility | 0.28% |
Leverage | 7.83 |
Delta | 0.43 |
Gamma | 0.06 |
Vega | 0.17 |
Distance to Strike | 0.90 |
Distance to Strike in % | 1.30% |
Average Spread | 5.37% |
Last Best Bid Price | 0.19 CHF |
Last Best Ask Price | 0.20 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 | 81,607 CHF |
Average Sell Value | 28,702 CHF |
Spreads Availability Ratio | 99.17% |
Quote Availability | 99.17% |