Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1345891217 |
Valor | 134589121 |
Symbol | ACYEJB |
Strike | 37.50 CHF |
Type | Warrants |
Type | Bull |
Ratio | 5.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 26/04/2024 |
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 |
Intrinsic value | 1.31 |
Time value | 0.42 |
Implied volatility | 0.31% |
Leverage | 4.12 |
Delta | 0.81 |
Gamma | 0.03 |
Vega | 0.11 |
Distance to Strike | -6.54 |
Distance to Strike in % | -14.85% |
Average Spread | 0.48% |
Last Best Bid Price | 2.02 CHF |
Last Best Ask Price | 2.03 CHF |
Last Best Bid Volume | 300,000 |
Last Best Ask Volume | 100,000 |
Average Buy Volume | 300,000 |
Average Sell Volume | 100,000 |
Average Buy Value | 620,541 CHF |
Average Sell Value | 207,847 CHF |
Spreads Availability Ratio | 99.27% |
Quote Availability | 99.27% |