Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1337640358 |
Valor | 133764035 |
Symbol | XOMGJB |
Strike | 140.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 30.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 17/04/2024 |
Date of maturity | 19/12/2025 |
Last trading day | 19/12/2025 |
Settlement Type | Cash payout |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Implied volatility | 0.25% |
Leverage | 9.95 |
Delta | 0.16 |
Gamma | 0.01 |
Vega | 0.24 |
Distance to Strike | 31.00 |
Distance to Strike in % | 28.44% |
Average Spread | 15.36% |
Last Best Bid Price | 0.06 CHF |
Last Best Ask Price | 0.07 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 | 60,216 CHF |
Average Sell Value | 35,108 CHF |
Spreads Availability Ratio | 96.77% |
Quote Availability | 96.77% |