Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1286515684 |
Valor | 128651568 |
Symbol | ALZOJB |
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 | 20/09/2024 |
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 | 0.25 |
Time value | 0.10 |
Implied volatility | 0.18% |
Leverage | 10.24 |
Delta | 0.68 |
Gamma | 0.01 |
Vega | 0.57 |
Distance to Strike | -12.70 |
Distance to Strike in % | -4.83% |
Average Spread | 3.03% |
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 | 451,594 |
Average Sell Volume | 150,531 |
Average Buy Value | 147,102 CHF |
Average Sell Value | 50,539 CHF |
Spreads Availability Ratio | 95.62% |
Quote Availability | 95.62% |