Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1332113054 |
Valor | 133211305 |
Symbol | SCMHJB |
Strike | 600.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 80.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 27/03/2024 |
Date of maturity | 19/12/2025 |
Last trading day | 19/12/2025 |
Settlement Type | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Implied volatility | 0.21% |
Leverage | 12.14 |
Delta | 0.25 |
Gamma | 0.00 |
Vega | 1.35 |
Distance to Strike | 61.00 |
Distance to Strike in % | 11.32% |
Average Spread | 6.43% |
Last Best Bid Price | 0.15 CHF |
Last Best Ask Price | 0.16 CHF |
Last Best Bid Volume | 1,000,000 |
Last Best Ask Volume | 600,000 |
Average Buy Volume | 1,000,000 |
Average Sell Volume | 600,000 |
Average Buy Value | 150,628 CHF |
Average Sell Value | 96,377 CHF |
Spreads Availability Ratio | 99.14% |
Quote Availability | 99.14% |