Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1346732865 |
Valor | 134673286 |
Symbol | BAKXJB |
Strike | 150.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 30.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 06/05/2024 |
Date of maturity | 19/09/2025 |
Last trading day | 19/09/2025 |
Settlement Type | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Implied volatility | 0.33% |
Leverage | 3.85 |
Delta | 0.89 |
Gamma | 0.01 |
Vega | 0.21 |
Distance to Strike | -45.10 |
Distance to Strike in % | -23.12% |
Average Spread | 0.78% |
Last Best Bid Price | 1.32 CHF |
Last Best Ask Price | 1.33 CHF |
Last Best Bid Volume | 450,000 |
Last Best Ask Volume | 75,000 |
Average Buy Volume | 535,034 |
Average Sell Volume | 75,000 |
Average Buy Value | 680,677 CHF |
Average Sell Value | 96,337 CHF |
Spreads Availability Ratio | 99.16% |
Quote Availability | 99.16% |