Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1346732881 |
Valor | 134673288 |
Symbol | BAKNJB |
Strike | 135.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 35.00 |
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 | 0.41% |
Leverage | 3.21 |
Delta | 0.98 |
Gamma | 0.00 |
Vega | 0.04 |
Distance to Strike | -60.10 |
Distance to Strike in % | -30.80% |
Average Spread | 0.67% |
Last Best Bid Price | 1.54 CHF |
Last Best Ask Price | 1.55 CHF |
Last Best Bid Volume | 600,000 |
Last Best Ask Volume | 75,000 |
Average Buy Volume | 600,000 |
Average Sell Volume | 75,000 |
Average Buy Value | 898,616 CHF |
Average Sell Value | 113,077 CHF |
Spreads Availability Ratio | 99.16% |
Quote Availability | 99.16% |