Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1337641497 |
Valor | 133764149 |
Symbol | INZKJB |
Strike | 45.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 10.00 |
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 | 0.58% |
Leverage | 29.01 |
Delta | 0.25 |
Gamma | 0.02 |
Vega | 0.05 |
Distance to Strike | 24.44 |
Distance to Strike in % | 118.87% |
Average Spread | 40.00% |
Last Best Bid Price | 0.02 CHF |
Last Best Ask Price | 0.03 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 | 20,000 CHF |
Average Sell Value | 15,000 CHF |
Spreads Availability Ratio | 96.36% |
Quote Availability | 96.36% |