Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1280667085 |
Valor | 128066708 |
Symbol | ALVHJB |
Strike | 240.00 EUR |
Type | Warrants |
Type | Bull |
Ratio | 50.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 18/08/2023 |
Date of maturity | 21/06/2024 |
Last trading day | 21/06/2024 |
Settlement Type | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Intrinsic value | 0.45 |
Time value | 0.06 |
Implied volatility | 0.30% |
Leverage | 9.62 |
Delta | 0.93 |
Gamma | 0.01 |
Vega | 0.12 |
Distance to Strike | -22.70 |
Distance to Strike in % | -8.64% |
Average Spread | 2.11% |
Last Best Bid Price | 0.45 CHF |
Last Best Ask Price | 0.46 CHF |
Last Best Bid Volume | 450,000 |
Last Best Ask Volume | 150,000 |
Average Buy Volume | 363,216 |
Average Sell Volume | 121,072 |
Average Buy Value | 169,271 CHF |
Average Sell Value | 57,635 CHF |
Spreads Availability Ratio | 95.57% |
Quote Availability | 95.57% |