Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1350420662 |
Valor | 135042066 |
Symbol | SCYXJB |
Strike | 260.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 40.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 24/05/2024 |
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 |
Intrinsic value | 0.40 |
Time value | 0.20 |
Implied volatility | 0.24% |
Leverage | 7.32 |
Delta | 0.64 |
Gamma | 0.01 |
Vega | 0.64 |
Distance to Strike | -16.00 |
Distance to Strike in % | -5.80% |
Average Spread | 0.94% |
Last Best Bid Price | 1.10 CHF |
Last Best Ask Price | 1.11 CHF |
Last Best Bid Volume | 450,000 |
Last Best Ask Volume | 150,000 |
Average Buy Volume | 450,000 |
Average Sell Volume | 150,000 |
Average Buy Value | 474,849 CHF |
Average Sell Value | 159,783 CHF |
Spreads Availability Ratio | 99.17% |
Quote Availability | 99.17% |