Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1341863129 |
Valor | 134186312 |
Symbol | ABILJB |
Strike | 60.00 EUR |
Type | Warrants |
Type | Bull |
Ratio | 15.00 |
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 | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Implied volatility | 0.25% |
Leverage | 7.55 |
Delta | 0.49 |
Gamma | 0.03 |
Vega | 0.18 |
Distance to Strike | 1.70 |
Distance to Strike in % | 2.92% |
Average Spread | 4.66% |
Last Best Bid Price | 0.21 CHF |
Last Best Ask Price | 0.22 CHF |
Last Best Bid Volume | 900,000 |
Last Best Ask Volume | 300,000 |
Average Buy Volume | 900,000 |
Average Sell Volume | 300,000 |
Average Buy Value | 188,903 CHF |
Average Sell Value | 65,968 CHF |
Spreads Availability Ratio | 97.58% |
Quote Availability | 97.58% |