Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1332105480 |
Valor | 133210548 |
Symbol | SCHAJB |
Strike | 248.9201 CHF |
Type | Warrants |
Type | Bull |
Ratio | 39.83 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 20/03/2024 |
Date of maturity | 20/06/2025 |
Last trading day | 20/06/2025 |
Settlement Type | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Intrinsic value | 0.68 |
Time value | 0.00 |
Implied volatility | 0.20% |
Leverage | 8.05 |
Delta | 0.79 |
Gamma | 0.01 |
Vega | 0.29 |
Distance to Strike | -27.08 |
Distance to Strike in % | -9.81% |
Average Spread | 0.82% |
Last Best Bid Price | 1.28 CHF |
Last Best Ask Price | 1.29 CHF |
Last Best Bid Volume | 300,000 |
Last Best Ask Volume | 100,000 |
Average Buy Volume | 300,000 |
Average Sell Volume | 100,000 |
Average Buy Value | 365,017 CHF |
Average Sell Value | 122,672 CHF |
Spreads Availability Ratio | 99.17% |
Quote Availability | 99.17% |