Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1286515676 |
Valor | 128651567 |
Symbol | ALZMJB |
Strike | 250.00 EUR |
Type | Warrants |
Type | Bull |
Ratio | 50.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 19/09/2023 |
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 | 0.25 |
Time value | 0.18 |
Implied volatility | 0.20% |
Leverage | 7.87 |
Delta | 0.64 |
Gamma | 0.01 |
Vega | 0.75 |
Distance to Strike | -12.70 |
Distance to Strike in % | -4.83% |
Average Spread | 2.40% |
Last Best Bid Price | 0.40 CHF |
Last Best Ask Price | 0.41 CHF |
Last Best Bid Volume | 600,000 |
Last Best Ask Volume | 200,000 |
Average Buy Volume | 598,481 |
Average Sell Volume | 199,494 |
Average Buy Value | 246,433 CHF |
Average Sell Value | 84,139 CHF |
Spreads Availability Ratio | 95.55% |
Quote Availability | 95.55% |