Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1308928519 |
Valor | 130892851 |
Symbol | HELKJB |
Strike | 112.50 CHF |
Type | Warrants |
Type | Bull |
Ratio | 30.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 20/12/2023 |
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 | 0.22 |
Time value | 0.10 |
Implied volatility | 0.21% |
Leverage | 8.70 |
Delta | 0.70 |
Gamma | 0.04 |
Vega | 0.30 |
Distance to Strike | -6.60 |
Distance to Strike in % | -5.54% |
Average Spread | 3.19% |
Last Best Bid Price | 0.30 CHF |
Last Best Ask Price | 0.31 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 | 231,743 CHF |
Average Sell Value | 79,748 CHF |
Spreads Availability Ratio | 98.43% |
Quote Availability | 98.43% |