Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1337634674 |
Valor | 133763467 |
Symbol | ACZZJB |
Strike | 40.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 5.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 09/04/2024 |
Date of maturity | 21/03/2025 |
Last trading day | 21/03/2025 |
Settlement Type | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Intrinsic value | 0.42 |
Time value | 0.08 |
Implied volatility | 0.51% |
Leverage | 15.83 |
Delta | 0.94 |
Gamma | 0.09 |
Vega | 0.01 |
Distance to Strike | -2.08 |
Distance to Strike in % | -4.94% |
Average Spread | 1.45% |
Last Best Bid Price | 0.68 CHF |
Last Best Ask Price | 0.69 CHF |
Last Best Bid Volume | 300,000 |
Last Best Ask Volume | 75,000 |
Average Buy Volume | 300,000 |
Average Sell Volume | 75,000 |
Average Buy Value | 205,815 CHF |
Average Sell Value | 52,204 CHF |
Spreads Availability Ratio | 95.94% |
Quote Availability | 95.94% |