Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1284782435 |
Valor | 128478243 |
Symbol | EMWJJB |
Strike | 775.00 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 |
Implied volatility | 0.22% |
Leverage | 7.35 |
Delta | 0.27 |
Gamma | 0.00 |
Vega | 1.93 |
Distance to Strike | 52.00 |
Distance to Strike in % | 7.19% |
Average Spread | 5.91% |
Last Best Bid Price | 0.16 CHF |
Last Best Ask Price | 0.17 CHF |
Last Best Bid Volume | 750,000 |
Last Best Ask Volume | 250,000 |
Average Buy Volume | 750,000 |
Average Sell Volume | 250,000 |
Average Buy Value | 123,274 CHF |
Average Sell Value | 43,592 CHF |
Spreads Availability Ratio | 97.46% |
Quote Availability | 97.46% |