Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1364258314 |
Valor | 136425831 |
Symbol | IFXJJB |
Strike | 30.00 EUR |
Type | Warrants |
Type | Bull |
Ratio | 12.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 29/07/2024 |
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 | 0.34 |
Time value | 0.26 |
Implied volatility | 0.43% |
Leverage | 3.39 |
Delta | 0.72 |
Gamma | 0.03 |
Vega | 0.10 |
Distance to Strike | -4.11 |
Distance to Strike in % | -12.05% |
Average Spread | 1.53% |
Last Best Bid Price | 0.65 CHF |
Last Best Ask Price | 0.66 CHF |
Last Best Bid Volume | 750,000 |
Last Best Ask Volume | 250,000 |
Average Buy Volume | 750,000 |
Average Sell Volume | 250,000 |
Average Buy Value | 485,184 CHF |
Average Sell Value | 164,228 CHF |
Spreads Availability Ratio | 98.19% |
Quote Availability | 98.19% |