Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1370259876 |
Valor | 137025987 |
Symbol | EMZZJB |
Strike | 695.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 150.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 15/08/2024 |
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 | 0.25% |
Leverage | 11.66 |
Delta | 0.09 |
Gamma | 0.00 |
Vega | 0.58 |
Distance to Strike | 108.00 |
Distance to Strike in % | 18.40% |
Average Spread | 22.34% |
Last Best Bid Price | 0.04 CHF |
Last Best Ask Price | 0.05 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 | 29,991 CHF |
Average Sell Value | 12,497 CHF |
Spreads Availability Ratio | 99.17% |
Quote Availability | 99.17% |