Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1317199656 |
Valor | 131719965 |
Symbol | AMZGJB |
Strike | 160.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 50.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 15/01/2024 |
Date of maturity | 20/06/2025 |
Last trading day | 20/06/2025 |
Settlement Type | Cash payout |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Implied volatility | 0.66% |
Leverage | 330.97 |
Delta | 0.17 |
Gamma | 0.01 |
Vega | 0.10 |
Distance to Strike | 63.52 |
Distance to Strike in % | 65.84% |
Average Spread | 141.13% |
Last Best Bid Price | 0.00 CHF |
Last Best Ask Price | 0.01 CHF |
Last Best Bid Volume | 1,000,000 |
Last Best Ask Volume | 500,000 |
Average Buy Volume | 1,000,000 |
Average Sell Volume | 500,000 |
Average Buy Value | 2,166 CHF |
Average Sell Value | 6,083 CHF |
Spreads Availability Ratio | 98.76% |
Quote Availability | 98.76% |