Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1284782377 |
Valor | 128478237 |
Symbol | EMWDJB |
Strike | 600.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 150.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 30/08/2023 |
Date of maturity | 20/12/2024 |
Last trading day | 20/12/2024 |
Settlement Type | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Intrinsic value | 0.82 |
Time value | 0.11 |
Implied volatility | 0.32% |
Leverage | 5.18 |
Delta | 1.00 |
Distance to Strike | -123.00 |
Distance to Strike in % | -17.01% |
Average Spread | 1.13% |
Last Best Bid Price | 0.87 CHF |
Last Best Ask Price | 0.88 CHF |
Last Best Bid Volume | 300,000 |
Last Best Ask Volume | 100,000 |
Average Buy Volume | 300,000 |
Average Sell Volume | 100,000 |
Average Buy Value | 263,740 CHF |
Average Sell Value | 88,913 CHF |
Spreads Availability Ratio | 97.46% |
Quote Availability | 97.46% |