Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1284782468 |
Valor | 128478246 |
Symbol | EMWMJB |
Strike | 700.00 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 | 20/09/2024 |
Last trading day | 20/09/2024 |
Settlement Type | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Intrinsic value | 0.15 |
Time value | 0.19 |
Implied volatility | 0.24% |
Leverage | 8.97 |
Delta | 0.63 |
Gamma | 0.01 |
Vega | 1.69 |
Distance to Strike | -23.00 |
Distance to Strike in % | -3.18% |
Average Spread | 3.16% |
Last Best Bid Price | 0.31 CHF |
Last Best Ask Price | 0.32 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 | 140,148 CHF |
Average Sell Value | 48,216 CHF |
Spreads Availability Ratio | 97.46% |
Quote Availability | 97.46% |