Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1294278564 |
Valor | 129427856 |
Symbol | MBGVJB |
Strike | 68.00 EUR |
Type | Warrants |
Type | Bull |
Ratio | 20.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 09/10/2023 |
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 | 0.26 |
Time value | 0.08 |
Implied volatility | 0.25% |
Leverage | 8.49 |
Delta | 0.79 |
Gamma | 0.06 |
Vega | 0.12 |
Distance to Strike | -5.22 |
Distance to Strike in % | -7.13% |
Average Spread | 3.37% |
Last Best Bid Price | 0.28 CHF |
Last Best Ask Price | 0.29 CHF |
Last Best Bid Volume | 600,000 |
Last Best Ask Volume | 200,000 |
Average Buy Volume | 600,000 |
Average Sell Volume | 200,000 |
Average Buy Value | 175,423 CHF |
Average Sell Value | 60,474 CHF |
Spreads Availability Ratio | 99.01% |
Quote Availability | 99.01% |